+47.7%
XLP vs VSXY
+106.4%
-58.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.7% |
| 7D | +0.1% | +15.2% | -15.1% | -0.5% |
| 30D | +8.9% | +37.0% | -28.0% | +7.5% |
| 3M | +7.5% | +15.2% | -7.7% | +6.7% |
| 6M | +9.4% | +136.3% | -126.9% | +5.0% |
| YTD | +19.3% | +109.6% | -90.3% | +14.7% |
| 1Y | +21.7% | +223.7% | -202.0% | +14.7% |
| 3Y | +44.0% | +516.3% | -472.3% | +27.4% |
| 5Y | +42.8% | +125.1% | -82.4% | +33.0% |
| All | +47.7% | +106.4% | -58.7% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling