+27.1%
SW vs VSXY
+192.0%
-164.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.1% |
| 7D | +2.3% | +11.8% | -9.5% | +1.1% |
| 30D | +6.8% | +25.9% | -19.2% | +4.0% |
| 3M | -5.2% | +15.5% | -20.7% | -7.1% |
| 6M | +7.4% | +109.7% | -102.3% | -2.7% |
| YTD | +17.4% | +99.5% | -82.1% | +6.2% |
| 1Y | +27.1% | +197.5% | -170.4% | +10.1% |
| All | +27.1% | +192.0% | -164.9% | +10.1% |
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 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