+1,077.4%
STX vs ITOT
+73.3%
+1,004.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | +9.6% | -0.4% | +9.9% | +10.0% |
| 30D | +10.6% | -1.6% | +12.2% | +13.0% |
| 3M | +4.8% | +3.5% | +1.3% | +0.4% |
| 6M | +137.3% | +13.1% | +124.1% | +103.8% |
| YTD | +222.5% | +12.7% | +209.8% | +179.8% |
| 1Y | +366.2% | +18.3% | +347.9% | +283.2% |
| 3Y | +1,352.9% | +76.4% | +1,276.5% | +641.6% |
| 5Y | +1,077.4% | +73.8% | +1,003.7% | +512.1% |
| All | +1,077.4% | +73.3% | +1,004.1% | +512.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling