-7.7%
SRE vs VSXY
+210.1%
-217.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.4% | -11.3% | -3.0% |
| 7D | -2.1% | +14.2% | -16.3% | -2.3% |
| 30D | +6.1% | +21.9% | -15.8% | +5.7% |
| 3M | -3.5% | +22.1% | -25.7% | -4.0% |
| 6M | -10.8% | +116.7% | -127.5% | -13.1% |
| YTD | -4.0% | +101.1% | -105.1% | -6.8% |
| 1Y | -7.7% | +208.0% | -215.7% | -10.6% |
| All | -7.7% | +210.1% | -217.8% | -10.6% |
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