-37.5%
STZ vs VSXY
+37.4%
-74.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -1.9% | -14.0% | +12.1% | -1.0% |
| 30D | -1.9% | -15.9% | +14.0% | -0.8% |
| 3M | -6.2% | +3.4% | -9.6% | -6.6% |
| 6M | -14.0% | +25.9% | -39.9% | -16.1% |
| YTD | -5.1% | +39.5% | -44.6% | -8.3% |
| 1Y | -9.6% | +194.4% | -203.9% | -17.4% |
| 3Y | -47.2% | +281.4% | -328.7% | -54.2% |
| 5Y | -33.6% | +12.8% | -46.4% | -38.9% |
| All | -37.5% | +37.4% | -74.9% | -42.6% |
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