+337.7%
VSXY vs SPY
+76.5%
+261.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.8% |
| 7D | -10.7% | -0.4% | -10.4% | -10.5% |
| 30D | -24.3% | -1.4% | -22.9% | -22.9% |
| 3M | +1.0% | +3.7% | -2.7% | -4.8% |
| 6M | +57.4% | +13.0% | +44.4% | +30.2% |
| YTD | +39.8% | +12.4% | +27.4% | +16.9% |
| 1Y | +196.5% | +18.5% | +177.9% | +130.2% |
| All | +337.7% | +76.5% | +261.1% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling