+95.4%
STM vs VSXY
+199.0%
-103.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.7% |
| 7D | +16.3% | -1.6% | +17.9% | +16.8% |
| 30D | -6.3% | +17.8% | -24.1% | -10.3% |
| 3M | -14.1% | +12.5% | -26.6% | -17.5% |
| 6M | -19.6% | +124.7% | -144.3% | -36.2% |
| YTD | +80.1% | +93.2% | -13.0% | +43.5% |
| 1Y | +95.4% | +195.6% | -100.3% | +46.5% |
| All | +95.4% | +199.0% | -103.7% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling