+37.4%
STM vs VSXY
+33.4%
+4.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | -1.1% | -0.3% | -0.7% | -1.0% |
| 30D | -7.8% | -22.1% | +14.2% | -2.8% |
| 3M | -28.2% | -1.1% | -27.0% | -28.5% |
| 6M | +52.0% | +53.8% | -1.9% | +34.6% |
| YTD | +96.4% | +35.5% | +60.9% | +77.1% |
| 1Y | +98.8% | +186.0% | -87.2% | +49.7% |
| 3Y | +18.3% | +343.2% | -324.9% | -27.6% |
| 5Y | +17.7% | +19.0% | -1.3% | -4.3% |
| All | +37.4% | +33.4% | +4.0% | +8.3% |
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