+18.9%
VSXY vs SBAC
-44.9%
+63.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -10.7% | +0.2% | -10.9% | -10.8% |
| 30D | -24.3% | +3.9% | -28.1% | -24.7% |
| 3M | +1.0% | -8.2% | +9.2% | +2.0% |
| 6M | +57.4% | -2.8% | +60.2% | +56.3% |
| YTD | +39.8% | -1.5% | +41.3% | +37.8% |
| 1Y | +196.5% | 0.0% | +196.5% | +190.3% |
| 3Y | +357.2% | -8.4% | +365.6% | +337.9% |
| 5Y | +18.9% | -43.5% | +62.4% | +32.6% |
| All | +18.9% | -44.9% | +63.8% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling