-29.8%
STZ vs VSXY
+106.2%
-136.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | +2.6% | -1.7% | +4.3% | +2.7% |
| 30D | +15.2% | +20.1% | -4.9% | +13.7% |
| 3M | +7.6% | +16.6% | -9.0% | +6.3% |
| 6M | +5.3% | +134.9% | -129.7% | -1.9% |
| YTD | +8.6% | +96.0% | -87.4% | +2.1% |
| 1Y | +15.6% | +203.8% | -188.2% | +4.8% |
| 3Y | -35.2% | +465.3% | -500.5% | -46.0% |
| All | -29.8% | +106.2% | -136.0% | -36.8% |
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