+1,337.5%
STX vs ITOT
+74.3%
+1,263.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -1.7% |
| 7D | +8.0% | -2.0% | +10.0% | +11.4% |
| 30D | +5.1% | -2.0% | +7.0% | +8.4% |
| 3M | +5.8% | +4.5% | +1.2% | -0.8% |
| 6M | +124.9% | +12.6% | +112.3% | +91.0% |
| YTD | +213.9% | +12.0% | +201.9% | +170.4% |
| 1Y | +350.4% | +17.3% | +333.1% | +267.7% |
| All | +1,337.5% | +74.3% | +1,263.2% | +656.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling