-28.5%
STZ vs VSXY
+101.4%
-129.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | +5.3% | +10.2% | -4.8% | +4.7% |
| 30D | +19.6% | +33.6% | -14.0% | +17.3% |
| 3M | +10.0% | +10.8% | -0.8% | +9.0% |
| 6M | -0.3% | +130.5% | -130.8% | -6.5% |
| YTD | +8.6% | +104.4% | -95.9% | +2.2% |
| 1Y | +16.6% | +216.5% | -199.9% | +6.2% |
| 3Y | -34.8% | +465.9% | -500.7% | -44.8% |
| 5Y | -27.8% | +123.1% | -150.9% | -35.5% |
| All | -28.5% | +101.4% | -129.8% | -36.1% |
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