+331.1%
STLD vs VSXY
+90.2%
+240.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | 0.0% |
| 7D | +6.9% | -1.6% | +8.4% | +7.1% |
| 30D | -1.5% | +17.8% | -19.3% | -4.2% |
| 3M | -9.7% | +12.5% | -22.2% | -12.0% |
| 6M | +2.3% | +124.7% | -122.4% | -12.7% |
| YTD | +41.0% | +93.2% | -52.1% | +22.2% |
| 1Y | +51.8% | +195.6% | -143.8% | +21.5% |
| 3Y | +126.4% | +434.6% | -308.2% | +49.7% |
| 5Y | +285.7% | +103.3% | +182.4% | +201.8% |
| All | +331.1% | +90.2% | +240.8% | +231.1% |
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