+35.7%
XLP vs VSXY
+42.7%
-7.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.8% |
| 7D | -1.4% | -6.8% | +5.3% | -1.2% |
| 30D | -1.3% | -20.4% | +19.1% | -0.5% |
| 3M | +1.8% | +2.9% | -1.1% | +1.6% |
| 6M | -0.8% | +67.9% | -68.7% | -3.5% |
| YTD | +9.5% | +44.9% | -35.3% | +7.0% |
| 1Y | +7.2% | +205.9% | -198.8% | +0.9% |
| 3Y | +27.1% | +373.9% | -346.7% | +13.1% |
| 5Y | +32.0% | +23.5% | +8.6% | +25.5% |
| All | +35.7% | +42.7% | -7.0% | +27.7% |
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 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