+208.0%
VSXY vs SBAC
+2.4%
+205.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.8% | +2.5% | +9.9% |
| 7D | +14.2% | +5.8% | +8.4% | +15.8% |
| 30D | +21.9% | +20.8% | +1.1% | +29.2% |
| 3M | +22.1% | +4.8% | +17.4% | +24.5% |
| 6M | +116.7% | -9.1% | +125.8% | +116.0% |
| YTD | +101.1% | +3.1% | +98.1% | +104.4% |
| 1Y | +208.0% | +2.2% | +205.9% | +214.6% |
| All | +208.0% | +2.4% | +205.7% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling