+88.8%
SPYM vs VSXY
+37.5%
+51.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | -18.7% | +17.6% | +0.7% |
| 3M | +3.9% | -4.0% | +7.9% | +3.9% |
| 6M | +13.6% | +67.5% | -53.9% | +6.0% |
| YTD | +12.7% | +39.7% | -26.9% | +6.7% |
| 1Y | +17.6% | +180.0% | -162.4% | +2.3% |
| 3Y | +77.2% | +337.3% | -260.0% | +38.0% |
| 5Y | +84.1% | +22.7% | +61.5% | +62.9% |
| All | +88.8% | +37.5% | +51.3% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling