+2,151.0%
STRL vs VSXY
+33.4%
+2,117.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.5% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | -9.0% | -22.1% | +13.1% | -5.2% |
| 3M | -37.1% | -1.1% | -35.9% | -37.6% |
| 6M | +17.8% | +53.8% | -36.0% | +5.1% |
| YTD | +58.3% | +35.5% | +22.9% | +43.6% |
| 1Y | +61.0% | +186.0% | -125.0% | +25.1% |
| 3Y | +517.8% | +343.2% | +174.6% | +314.1% |
| 5Y | +2,119.0% | +19.0% | +2,100.0% | +1,713.2% |
| All | +2,151.0% | +33.4% | +2,117.5% | +1,668.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling