+103.4%
STT vs VSXY
+103.2%
+0.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.4% |
| 7D | +5.1% | -1.6% | +6.7% | +5.3% |
| 30D | -0.2% | +17.8% | -18.0% | -2.7% |
| 3M | -8.1% | +12.5% | -20.6% | -10.2% |
| 6M | +16.6% | +124.7% | -108.1% | -0.3% |
| YTD | +37.8% | +93.2% | -55.3% | +19.8% |
| 1Y | +46.8% | +195.6% | -148.8% | +17.6% |
| 3Y | +181.2% | +434.6% | -253.5% | +83.0% |
| All | +103.4% | +103.2% | +0.2% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling