+539.9%
STRL vs VSXY
+335.0%
+204.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.9% | -0.6% | +2.6% |
| 7D | +10.1% | -6.8% | +16.9% | +11.2% |
| 30D | -8.2% | -20.4% | +12.2% | -5.0% |
| 3M | -43.7% | +2.9% | -46.6% | -44.5% |
| 6M | +27.1% | +67.9% | -40.8% | +12.1% |
| YTD | +64.0% | +44.9% | +19.1% | +47.5% |
| 1Y | +75.2% | +205.9% | -130.8% | +35.4% |
| 3Y | +539.9% | +373.9% | +166.1% | +385.2% |
| All | +539.9% | +335.0% | +204.9% | +385.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling