+14.8%
SPYM vs VSXY
+210.1%
-195.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +1.3% |
| 7D | -0.7% | +14.2% | -14.9% | -1.2% |
| 30D | -1.1% | +21.9% | -22.9% | -1.8% |
| 3M | -0.3% | +22.1% | -22.5% | -1.2% |
| 6M | +7.3% | +116.7% | -109.3% | +3.3% |
| YTD | +13.4% | +101.1% | -87.7% | +8.9% |
| 1Y | +14.8% | +208.0% | -193.2% | +6.8% |
| All | +14.8% | +210.1% | -195.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling