+26.8%
STM vs VSXY
+93.0%
-66.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +12.0% | -1.7% | +13.7% | +12.4% |
| 30D | -0.4% | +20.1% | -20.5% | -4.7% |
| 3M | -13.2% | +16.6% | -29.8% | -17.1% |
| 6M | -26.1% | +134.9% | -161.0% | -40.8% |
| YTD | +81.2% | +96.0% | -14.8% | +49.2% |
| 1Y | +98.3% | +203.8% | -105.5% | +47.0% |
| 3Y | +16.7% | +465.3% | -448.6% | -32.0% |
| 5Y | -4.8% | +106.3% | -111.2% | -30.1% |
| All | +26.8% | +93.0% | -66.3% | -8.8% |
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 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