-65.8%
STRL vs VSXY
+132.7%
-198.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.5% | -3.2% |
| 7D | +15.7% | -1.7% | +17.4% | +15.8% |
| 30D | -35.5% | +20.1% | -55.6% | -36.4% |
| 3M | -47.1% | +16.6% | -63.7% | -48.1% |
| 6M | -65.8% | +134.9% | -200.7% | -69.5% |
| All | -65.8% | +132.7% | -198.5% | -69.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling