-1.6%
XLY vs VSXY
+199.6%
-201.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.7% |
| 7D | +1.2% | +7.2% | -6.0% | +0.8% |
| 30D | +5.3% | +24.9% | -19.6% | +3.9% |
| 3M | -0.6% | +18.3% | -18.9% | -1.8% |
| 6M | +0.1% | +109.4% | -109.4% | -5.3% |
| YTD | -0.9% | +96.3% | -97.1% | -6.7% |
| 1Y | -1.6% | +184.0% | -185.6% | -12.5% |
| All | -1.6% | +199.6% | -201.2% | -12.5% |
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