+1,376.8%
STX vs VSXY
+353.1%
+1,023.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.6% |
| 7D | +9.6% | -10.7% | +20.3% | +11.2% |
| 30D | +10.6% | -24.3% | +34.9% | +14.6% |
| 3M | +4.8% | +1.0% | +3.8% | +3.5% |
| 6M | +137.3% | +57.4% | +79.9% | +113.8% |
| YTD | +222.5% | +39.8% | +182.7% | +195.2% |
| 1Y | +366.2% | +196.5% | +169.7% | +277.6% |
| All | +1,376.8% | +353.1% | +1,023.7% | +1,095.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling