+334.5%
STLD vs VSXY
+99.7%
+234.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | -0.1% | +24.0% | -24.1% | -3.6% |
| 3M | -9.2% | +16.7% | -25.8% | -11.9% |
| 6M | +1.8% | +138.6% | -136.9% | -14.0% |
| YTD | +42.1% | +102.8% | -60.7% | +22.3% |
| 1Y | +58.5% | +214.2% | -155.6% | +25.6% |
| 3Y | +128.2% | +461.4% | -333.2% | +49.8% |
| 5Y | +288.2% | +118.3% | +170.0% | +200.6% |
| All | +334.5% | +99.7% | +234.7% | +231.2% |
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