+1,111.9%
STX vs VSXY
+33.4%
+1,078.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.1% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +5.1% | -22.1% | +27.2% | +9.2% |
| 3M | +5.8% | -1.1% | +6.9% | +4.7% |
| 6M | +124.9% | +53.8% | +71.1% | +100.7% |
| YTD | +213.9% | +35.5% | +178.4% | +185.4% |
| 1Y | +350.4% | +186.0% | +164.4% | +255.3% |
| 3Y | +1,314.2% | +343.2% | +971.0% | +854.0% |
| 5Y | +1,092.8% | +19.0% | +1,073.8% | +886.0% |
| All | +1,111.9% | +33.4% | +1,078.4% | +889.1% |
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