+9.1%
XLF vs VSXY
+224.6%
-215.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | 0.0% | -14.0% | +14.0% | +0.4% |
| 30D | +0.2% | -15.9% | +16.1% | +0.6% |
| 3M | +11.7% | +3.4% | +8.3% | +11.3% |
| 6M | +13.8% | +25.9% | -12.1% | +11.5% |
| YTD | +7.0% | +39.5% | -32.5% | +4.5% |
| 1Y | +9.1% | +194.4% | -185.2% | +2.7% |
| All | +9.1% | +224.6% | -215.4% | +2.7% |
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