+293.4%
STLD vs VSXY
+21.5%
+271.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.3% |
| 7D | +2.7% | -6.8% | +9.4% | +3.6% |
| 30D | -8.4% | -20.4% | +11.9% | -5.3% |
| 3M | -9.9% | +2.9% | -12.8% | -10.9% |
| 6M | +33.0% | +67.9% | -34.9% | +18.6% |
| YTD | +42.6% | +44.9% | -2.3% | +29.6% |
| 1Y | +80.8% | +205.9% | -125.2% | +42.2% |
| 3Y | +143.4% | +373.9% | -230.4% | +58.2% |
| 5Y | +293.4% | +23.5% | +270.0% | +245.0% |
| All | +293.4% | +21.5% | +271.9% | +245.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling