+1,972.8%
STX vs IVV
+309.2%
+1,663.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | +14.6% | +2.6% | +12.0% | +11.4% |
| 30D | -26.0% | -2.0% | -24.0% | -23.1% |
| 3M | -42.6% | -2.8% | -39.8% | -39.9% |
| 6M | -35.3% | +2.2% | -37.4% | -35.6% |
| YTD | +92.5% | +11.5% | +80.9% | +74.3% |
| 1Y | +102.4% | +13.5% | +88.9% | +80.3% |
| 3Y | +673.8% | +78.1% | +595.7% | +322.7% |
| 5Y | +463.1% | +73.1% | +389.9% | +220.1% |
| All | +1,972.8% | +309.2% | +1,663.6% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling