+2.8%
SW vs VSXY
+93.3%
-90.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | +4.7% | +7.2% | -2.6% | +3.7% |
| 30D | +5.0% | +24.9% | -19.9% | +1.9% |
| 3M | -7.3% | +18.3% | -25.6% | -9.8% |
| 6M | +15.0% | +109.4% | -94.5% | +2.4% |
| YTD | +18.5% | +96.3% | -77.7% | +5.7% |
| 1Y | +27.1% | +184.0% | -156.9% | +7.5% |
| 3Y | +49.3% | +443.0% | -393.6% | +11.5% |
| 5Y | -1.6% | +106.9% | -108.5% | -22.6% |
| All | +2.8% | +93.3% | -90.5% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling