+339.0%
STLD vs VSXY
+37.4%
+301.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | +3.1% | -14.0% | +17.1% | +5.5% |
| 30D | -9.0% | -15.9% | +6.9% | -6.8% |
| 3M | -12.4% | +3.4% | -15.8% | -13.4% |
| 6M | +25.5% | +25.9% | -0.4% | +17.6% |
| YTD | +43.6% | +39.5% | +4.1% | +31.6% |
| 1Y | +87.2% | +194.4% | -107.2% | +49.3% |
| 3Y | +135.2% | +281.4% | -146.2% | +63.7% |
| 5Y | +290.9% | +12.8% | +278.1% | +232.7% |
| All | +339.0% | +37.4% | +301.6% | +256.5% |
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