-1.7%
XLC vs VSXY
+202.3%
-204.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +3.7% | -1.7% | +5.5% | +3.8% |
| 30D | -1.9% | +20.1% | -22.0% | -2.2% |
| 3M | -3.1% | +16.6% | -19.7% | -3.4% |
| 6M | -6.4% | +134.9% | -141.3% | -7.9% |
| YTD | -6.8% | +96.0% | -102.8% | -8.4% |
| 1Y | -1.7% | +203.8% | -205.5% | -5.7% |
| All | -1.7% | +202.3% | -204.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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