+330.0%
STLD vs VSXY
+33.4%
+296.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.0% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | -10.1% | -22.1% | +12.0% | -6.7% |
| 3M | -11.4% | -1.1% | -10.3% | -11.9% |
| 6M | +30.8% | +53.8% | -23.0% | +18.7% |
| YTD | +40.7% | +35.5% | +5.2% | +29.5% |
| 1Y | +80.8% | +186.0% | -105.2% | +44.8% |
| 3Y | +140.2% | +343.2% | -203.0% | +61.1% |
| 5Y | +288.5% | +19.0% | +269.5% | +229.3% |
| All | +330.0% | +33.4% | +296.5% | +250.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling