+313.7%
STLD vs VSXY
+106.4%
+207.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +1.3% |
| 7D | -9.7% | +15.2% | -24.9% | -11.7% |
| 30D | -4.5% | +37.0% | -41.5% | -9.3% |
| 3M | -13.1% | +15.2% | -28.3% | -15.6% |
| 6M | -2.8% | +136.3% | -139.1% | -17.6% |
| YTD | +35.3% | +109.6% | -74.2% | +15.9% |
| 1Y | +51.4% | +223.7% | -172.3% | +19.4% |
| 3Y | +117.9% | +516.3% | -398.3% | +40.5% |
| 5Y | +272.6% | +125.1% | +147.4% | +187.1% |
| All | +313.7% | +106.4% | +207.3% | +213.8% |
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