-1.1%
SW vs VSXY
+93.0%
-94.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | +5.0% | +20.1% | -15.1% | +2.5% |
| 3M | -13.7% | +16.6% | -30.3% | -15.7% |
| 6M | +8.0% | +134.9% | -126.9% | -5.3% |
| YTD | +14.0% | +96.0% | -82.0% | +1.7% |
| 1Y | +25.6% | +203.8% | -178.2% | +5.2% |
| 3Y | +40.1% | +465.3% | -425.2% | +4.3% |
| 5Y | -2.6% | +106.3% | -108.9% | -23.4% |
| All | -1.1% | +93.0% | -94.2% | -21.1% |
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