+78.0%
VSXY vs SPY
+89.1%
-11.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +1.8% |
| 7D | +0.1% | -0.8% | +0.9% | +1.3% |
| 30D | -18.7% | -1.1% | -17.6% | -17.5% |
| 3M | -4.0% | +3.9% | -7.8% | -9.8% |
| 6M | +67.5% | +13.6% | +53.9% | +37.2% |
| YTD | +39.7% | +12.7% | +27.0% | +16.2% |
| 1Y | +180.0% | +17.5% | +162.5% | +119.5% |
| 3Y | +337.3% | +76.9% | +260.4% | +91.0% |
| 5Y | +22.7% | +83.6% | -60.9% | -47.9% |
| All | +78.0% | +89.1% | -11.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling