+77.8%
VSXY vs SBAC
-38.5%
+116.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -14.0% | -0.8% | -13.2% | -13.9% |
| 30D | -15.9% | +6.9% | -22.8% | -16.8% |
| 3M | +3.4% | -8.2% | +11.6% | +4.4% |
| 6M | +25.9% | -1.6% | +27.6% | +24.9% |
| YTD | +39.5% | -0.1% | +39.6% | +37.3% |
| 1Y | +194.4% | -0.5% | +194.8% | +189.3% |
| 3Y | +281.4% | -9.1% | +290.5% | +269.0% |
| 5Y | +12.8% | -43.8% | +56.6% | +27.9% |
| All | +77.8% | -38.5% | +116.2% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling