+49.3%
SW vs VSXY
+441.8%
-392.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | +4.7% | +7.2% | -2.6% | +3.5% |
| 30D | +5.0% | +24.9% | -19.9% | +1.4% |
| 3M | -7.3% | +18.3% | -25.6% | -10.2% |
| 6M | +15.0% | +109.4% | -94.5% | +0.3% |
| YTD | +18.5% | +96.3% | -77.7% | +3.5% |
| 1Y | +27.1% | +184.0% | -156.9% | +3.6% |
| All | +49.3% | +441.8% | -392.6% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling