+336.5%
STLD vs VSXY
+37.7%
+298.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.7% |
| 7D | -2.8% | -10.7% | +7.9% | -1.2% |
| 30D | -10.4% | -24.3% | +13.9% | -6.6% |
| 3M | -10.6% | +1.0% | -11.6% | -11.3% |
| 6M | +32.7% | +57.4% | -24.7% | +19.9% |
| YTD | +42.8% | +39.8% | +3.0% | +30.8% |
| 1Y | +86.9% | +196.5% | -109.5% | +48.9% |
| 3Y | +143.8% | +357.2% | -213.4% | +62.8% |
| 5Y | +293.5% | +18.9% | +274.6% | +233.0% |
| All | +336.5% | +37.7% | +298.8% | +254.3% |
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