+1,300.2%
STRL vs VSXY
+90.2%
+1,209.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | +0.1% |
| 7D | +23.4% | -1.6% | +25.0% | +23.9% |
| 30D | -39.5% | +17.8% | -57.3% | -41.4% |
| 3M | -45.1% | +12.5% | -57.5% | -46.7% |
| 6M | -64.6% | +124.7% | -189.3% | -70.6% |
| YTD | -1.5% | +93.2% | -94.7% | -16.6% |
| 1Y | -20.8% | +195.6% | -216.4% | -38.9% |
| 3Y | +353.1% | +434.6% | -81.5% | +194.5% |
| 5Y | +942.9% | +103.3% | +839.6% | +688.8% |
| All | +1,300.2% | +90.2% | +1,209.9% | +926.4% |
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