+167.3%
STT vs VSXY
+37.4%
+130.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | +0.5% | -14.0% | +14.5% | +2.4% |
| 30D | +3.9% | -15.9% | +19.8% | +6.0% |
| 3M | +20.0% | +3.4% | +16.6% | +18.5% |
| 6M | +55.3% | +25.9% | +29.4% | +45.7% |
| YTD | +53.3% | +39.5% | +13.8% | +40.9% |
| 1Y | +74.7% | +194.4% | -119.7% | +40.2% |
| 3Y | +205.8% | +281.4% | -75.6% | +115.0% |
| 5Y | +145.0% | +12.8% | +132.2% | +106.1% |
| All | +167.3% | +37.4% | +130.0% | +121.2% |
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 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