+5.2%
SSPC vs VSXY
+34.5%
-29.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +8.4% | -0.6% | +8.3% |
| 7D | +11.8% | +14.2% | -2.4% | +13.0% |
| 30D | +44.7% | +21.9% | +22.9% | +47.3% |
| 3M | -40.7% | +22.1% | -62.8% | -39.7% |
| All | +5.2% | +34.5% | -29.3% | +7.0% |
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 · Available span rolling