+166.2%
STT vs VSXY
+37.5%
+128.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.7% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | +1.7% | -18.7% | +20.4% | +4.4% |
| 3M | +17.9% | -4.0% | +21.9% | +17.7% |
| 6M | +55.3% | +67.5% | -12.2% | +39.3% |
| YTD | +52.7% | +39.7% | +13.0% | +40.2% |
| 1Y | +75.7% | +180.0% | -104.3% | +42.2% |
| 3Y | +197.9% | +337.3% | -139.4% | +103.5% |
| 5Y | +158.8% | +22.7% | +136.1% | +116.7% |
| All | +166.2% | +37.5% | +128.6% | +120.1% |
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