+4.4%
SW vs VSXY
+98.1%
-93.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.4% | -4.3% | +3.0% |
| 7D | +12.1% | +14.2% | -2.2% | +10.1% |
| 30D | +6.6% | +21.9% | -15.3% | +3.7% |
| 3M | -6.0% | +22.1% | -28.1% | -8.9% |
| 6M | +21.5% | +116.7% | -95.2% | +7.7% |
| YTD | +20.3% | +101.1% | -80.8% | +7.0% |
| 1Y | +28.1% | +208.0% | -179.9% | +7.1% |
| 3Y | +51.6% | +456.4% | -404.8% | +12.9% |
| 5Y | -0.1% | +110.8% | -111.0% | -21.7% |
| All | +4.4% | +98.1% | -93.7% | -16.9% |
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