+1.7%
SW vs VSXY
+99.7%
-98.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +7.2% | +24.0% | -16.8% | +4.2% |
| 3M | -10.5% | +16.7% | -27.1% | -12.6% |
| 6M | +9.9% | +138.6% | -128.7% | -3.8% |
| YTD | +17.2% | +102.8% | -85.6% | +4.1% |
| 1Y | +26.5% | +214.2% | -187.7% | +5.5% |
| 3Y | +47.7% | +461.4% | -413.7% | +9.8% |
| 5Y | +0.2% | +118.3% | -118.1% | -21.5% |
| All | +1.7% | +99.7% | -98.0% | -19.1% |
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