+338.3%
SU vs VSXY
+22.6%
+315.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +8.4% | -18.7% | +27.1% | +9.7% |
| 3M | +12.1% | -4.0% | +16.1% | +11.9% |
| 6M | +19.7% | +67.5% | -47.8% | +13.6% |
| YTD | +58.4% | +39.7% | +18.8% | +51.9% |
| 1Y | +67.2% | +180.0% | -112.7% | +49.7% |
| 3Y | +125.0% | +337.3% | -212.2% | +80.8% |
| All | +338.3% | +22.6% | +315.6% | +306.0% |
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 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