+83.3%
SPYM vs VSXY
+22.6%
+60.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.3% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | -18.7% | +17.3% | +0.5% |
| 3M | +3.6% | -4.0% | +7.6% | +3.6% |
| 6M | +13.3% | +67.5% | -54.2% | +5.2% |
| YTD | +12.4% | +39.7% | -27.2% | +6.0% |
| 1Y | +17.3% | +180.0% | -162.7% | +1.0% |
| 3Y | +76.8% | +337.3% | -260.5% | +34.2% |
| All | +83.3% | +22.6% | +60.6% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling