+673.8%
STX vs ITOT
+77.6%
+596.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.4% |
| 7D | +14.6% | +2.5% | +12.1% | +10.4% |
| 30D | -26.0% | -1.7% | -24.3% | -22.6% |
| 3M | -42.6% | -3.4% | -39.3% | -38.5% |
| 6M | -35.3% | +2.1% | -37.4% | -35.8% |
| YTD | +92.5% | +11.5% | +81.0% | +68.9% |
| 1Y | +102.4% | +13.6% | +88.8% | +73.7% |
| 3Y | +673.8% | +77.2% | +596.6% | +274.1% |
| All | +673.8% | +77.6% | +596.2% | +274.1% |
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