+73.7%
STT vs VSXY
+175.8%
-102.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | -1.4% | -0.3% | -1.0% | -1.4% |
| 30D | +2.2% | -22.1% | +24.2% | +3.4% |
| 3M | +18.8% | -1.1% | +20.0% | +18.3% |
| 6M | +57.9% | +53.8% | +4.1% | +49.7% |
| YTD | +51.0% | +35.5% | +15.5% | +45.0% |
| All | +73.7% | +175.8% | -102.1% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling