+12,054.3%
STX vs ITOT
+891.2%
+11,163.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.0% | +7.2% |
| 7D | +10.7% | +0.7% | +10.1% | +9.7% |
| 30D | +11.3% | -1.1% | +12.4% | +12.8% |
| 3M | +3.2% | +3.9% | -0.7% | -0.9% |
| 6M | +157.0% | +14.7% | +142.2% | +120.9% |
| YTD | +229.2% | +13.3% | +215.9% | +188.6% |
| 1Y | +381.8% | +19.1% | +362.7% | +300.5% |
| 3Y | +1,383.2% | +77.3% | +1,305.8% | +681.2% |
| 5Y | +1,144.9% | +74.1% | +1,070.8% | +578.5% |
| 10Y | +3,676.0% | +293.1% | +3,382.9% | +675.4% |
| All | +12,054.3% | +891.2% | +11,163.2% | +680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling