+1,077.4%
STX vs VSXY
+19.3%
+1,058.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.4% |
| 7D | +9.6% | -10.7% | +20.3% | +11.6% |
| 30D | +10.6% | -24.3% | +34.9% | +15.6% |
| 3M | +4.8% | +1.0% | +3.8% | +3.3% |
| 6M | +137.3% | +57.4% | +79.9% | +109.3% |
| YTD | +222.5% | +39.8% | +182.7% | +189.8% |
| 1Y | +366.2% | +196.5% | +169.7% | +259.3% |
| 3Y | +1,352.9% | +357.2% | +995.7% | +837.9% |
| 5Y | +1,077.4% | +18.9% | +1,058.6% | +928.8% |
| All | +1,077.4% | +19.3% | +1,058.1% | +928.8% |
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