+1,093.5%
STX vs VSXY
+37.4%
+1,056.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.9% |
| 7D | +2.4% | -14.0% | +16.3% | +4.8% |
| 30D | +1.4% | -15.9% | +17.3% | +3.8% |
| 3M | -8.2% | +3.4% | -11.6% | -9.9% |
| 6M | +127.0% | +25.9% | +101.1% | +110.1% |
| YTD | +209.1% | +39.5% | +169.7% | +179.6% |
| 1Y | +365.4% | +194.4% | +171.1% | +265.2% |
| 3Y | +1,135.4% | +281.4% | +854.0% | +760.5% |
| 5Y | +991.5% | +12.8% | +978.7% | +799.8% |
| All | +1,093.5% | +37.4% | +1,056.1% | +869.1% |
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 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