+5.9%
SW vs VSXY
+37.4%
-31.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.9% |
| 7D | -5.1% | -14.0% | +8.9% | -3.3% |
| 30D | -4.6% | -15.9% | +11.3% | -2.7% |
| 3M | +9.4% | +3.4% | +6.0% | +8.5% |
| 6M | +3.5% | +25.9% | -22.4% | -1.5% |
| YTD | +22.0% | +39.5% | -17.5% | +14.1% |
| 1Y | +2.2% | +194.4% | -192.1% | -14.2% |
| 3Y | +19.6% | +281.4% | -261.8% | -6.6% |
| 5Y | -2.3% | +12.8% | -15.1% | -20.0% |
| All | +5.9% | +37.4% | -31.5% | -11.4% |
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 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