+27.1%
SYY vs VSXY
+37.7%
-10.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.4% |
| 7D | -0.2% | -10.7% | +10.5% | +0.5% |
| 30D | -2.7% | -24.3% | +21.5% | -1.0% |
| 3M | +5.9% | +1.0% | +4.9% | +5.5% |
| 6M | -2.3% | +57.4% | -59.7% | -6.6% |
| YTD | +13.1% | +39.8% | -26.7% | +8.7% |
| 1Y | +3.8% | +196.5% | -192.7% | -6.9% |
| 3Y | +26.7% | +357.2% | -330.5% | +2.7% |
| 5Y | +19.4% | +18.9% | +0.5% | +10.3% |
| All | +27.1% | +37.7% | -10.6% | +16.8% |
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