+21.2%
STM vs VSXY
+101.4%
-80.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | -7.9% | +10.2% | -18.1% | -10.1% |
| 30D | -14.1% | +33.6% | -47.8% | -20.0% |
| 3M | -17.6% | +10.8% | -28.4% | -20.3% |
| 6M | -24.2% | +130.5% | -154.8% | -39.1% |
| YTD | +73.3% | +104.4% | -31.1% | +41.3% |
| 1Y | +90.1% | +216.5% | -126.4% | +39.6% |
| 3Y | +10.3% | +465.9% | -455.6% | -35.7% |
| 5Y | -5.7% | +123.1% | -128.8% | -31.6% |
| All | +21.2% | +101.4% | -80.1% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling