+34.1%
XLP vs VSXY
+14.5%
+19.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -1.0% | -14.0% | +13.0% | -0.4% |
| 30D | -0.9% | -15.9% | +15.0% | -0.2% |
| 3M | +3.8% | +3.4% | +0.4% | +3.5% |
| 6M | -1.7% | +25.9% | -27.6% | -3.3% |
| YTD | +10.3% | +39.5% | -29.2% | +7.8% |
| 1Y | +7.8% | +194.4% | -186.6% | +1.3% |
| 3Y | +27.2% | +281.4% | -254.2% | +14.0% |
| All | +34.1% | +14.5% | +19.6% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling