+22.5%
STM vs VSXY
+21.5%
+1.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.5% |
| 7D | +5.2% | -6.8% | +12.0% | +6.7% |
| 30D | -7.4% | -20.4% | +13.0% | -2.6% |
| 3M | -30.6% | +2.9% | -33.5% | -31.6% |
| 6M | +66.4% | +67.9% | -1.5% | +43.3% |
| YTD | +101.1% | +44.9% | +56.3% | +77.4% |
| 1Y | +97.4% | +205.9% | -108.6% | +43.7% |
| 3Y | +21.1% | +373.9% | -352.7% | -30.1% |
| 5Y | +22.5% | +23.5% | -1.0% | +4.5% |
| All | +22.5% | +21.5% | +1.0% | +4.5% |
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 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