+643.0%
STX vs VSXY
+93.0%
+550.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | +14.6% | -1.7% | +16.3% | +15.0% |
| 30D | -26.0% | +20.1% | -46.1% | -28.3% |
| 3M | -42.6% | +16.6% | -59.2% | -44.4% |
| 6M | -35.3% | +134.9% | -170.2% | -46.2% |
| YTD | +92.5% | +96.0% | -3.5% | +64.0% |
| 1Y | +102.4% | +203.8% | -101.4% | +58.2% |
| 3Y | +673.8% | +465.3% | +208.5% | +406.2% |
| 5Y | +463.1% | +106.3% | +356.7% | +334.2% |
| All | +643.0% | +93.0% | +550.0% | +468.4% |
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