-58.8%
STLA vs VSXY
+37.4%
-96.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.8% |
| 7D | +2.6% | -14.0% | +16.6% | +5.3% |
| 30D | -1.2% | -15.9% | +14.7% | +1.7% |
| 3M | -24.8% | +3.4% | -28.2% | -25.9% |
| 6M | -25.6% | +25.9% | -51.5% | -31.5% |
| YTD | -48.9% | +39.5% | -88.4% | -54.5% |
| 1Y | -38.8% | +194.4% | -233.1% | -54.3% |
| 3Y | -64.5% | +281.4% | -346.0% | -77.2% |
| 5Y | -62.4% | +12.8% | -75.2% | -69.4% |
| All | -58.8% | +37.4% | -96.2% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling