-25.9%
STRL vs VSXY
+210.1%
-236.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +8.4% | -29.8% | -22.2% |
| 7D | -27.1% | +14.2% | -41.3% | -28.1% |
| 30D | -45.8% | +21.9% | -67.7% | -47.0% |
| 3M | -47.6% | +22.1% | -69.8% | -49.1% |
| 6M | -46.4% | +116.7% | -163.1% | -52.8% |
| YTD | -7.4% | +101.1% | -108.5% | -18.1% |
| 1Y | -25.9% | +208.0% | -233.9% | -38.9% |
| All | -25.9% | +210.1% | -236.0% | -38.9% |
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