-29.4%
STZ vs VSXY
+110.3%
-139.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +4.9% | +11.8% | -6.9% | +4.1% |
| 30D | +20.9% | +25.9% | -5.1% | +18.9% |
| 3M | +8.0% | +15.5% | -7.6% | +6.7% |
| 6M | -5.3% | +109.7% | -115.0% | -11.0% |
| YTD | +5.9% | +99.5% | -93.5% | -0.5% |
| 1Y | +14.2% | +197.5% | -183.3% | +3.8% |
| 3Y | -37.0% | +453.3% | -490.2% | -47.4% |
| All | -29.4% | +110.3% | -139.7% | -36.5% |
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