+2,038.9%
STX vs V
+450.9%
+1,588.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +9.0% |
| 7D | +16.8% | -0.4% | +17.2% | +17.0% |
| 30D | -27.0% | +6.3% | -33.4% | -29.7% |
| 3M | -37.9% | +17.2% | -55.0% | -43.6% |
| 6M | -32.5% | +29.2% | -61.7% | -43.2% |
| YTD | +98.6% | +20.8% | +77.8% | +73.7% |
| 1Y | +93.6% | +25.0% | +68.6% | +65.8% |
| 3Y | +699.1% | +75.3% | +623.8% | +444.9% |
| 5Y | +481.0% | +105.8% | +375.2% | +253.4% |
| All | +2,038.9% | +450.9% | +1,588.0% | +443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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