+2,158.5%
STRL vs VSXY
+37.4%
+2,121.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.1% | +5.3% |
| 7D | +3.4% | -14.0% | +17.4% | +6.0% |
| 30D | -9.2% | -15.9% | +6.7% | -6.8% |
| 3M | -51.0% | +3.4% | -54.4% | -51.9% |
| 6M | +15.8% | +25.9% | -10.1% | +7.2% |
| YTD | +58.9% | +39.5% | +19.4% | +43.3% |
| 1Y | +68.5% | +194.4% | -125.8% | +30.2% |
| 3Y | +485.2% | +281.4% | +203.8% | +304.3% |
| 5Y | +2,005.1% | +12.8% | +1,992.3% | +1,620.5% |
| All | +2,158.5% | +37.4% | +2,121.2% | +1,664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling