-5.7%
STM vs VSXY
+121.1%
-126.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.0% |
| 7D | -7.9% | +10.2% | -18.1% | -10.2% |
| 30D | -14.1% | +33.6% | -47.8% | -20.3% |
| 3M | -17.6% | +10.8% | -28.4% | -20.5% |
| 6M | -24.2% | +130.5% | -154.8% | -39.9% |
| YTD | +73.3% | +104.4% | -31.1% | +39.6% |
| 1Y | +90.1% | +216.5% | -126.4% | +37.0% |
| 3Y | +10.3% | +465.9% | -455.6% | -38.5% |
| 5Y | -5.7% | +123.1% | -128.8% | -30.0% |
| All | -5.7% | +121.1% | -126.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling