+3,676.0%
STX vs V
+376.5%
+3,299.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.2% | +7.4% |
| 7D | +10.7% | -1.1% | +11.8% | +11.3% |
| 30D | +11.3% | +1.9% | +9.4% | +9.6% |
| 3M | +3.2% | +15.5% | -12.3% | -6.7% |
| 6M | +157.0% | +16.6% | +140.4% | +129.5% |
| YTD | +229.2% | +5.7% | +223.5% | +211.6% |
| 1Y | +381.8% | +8.6% | +373.3% | +346.6% |
| 3Y | +1,383.2% | +52.5% | +1,330.7% | +998.6% |
| 5Y | +1,144.9% | +67.1% | +1,077.8% | +754.9% |
| 10Y | +3,676.0% | +376.8% | +3,299.2% | +1,072.3% |
| All | +3,676.0% | +376.5% | +3,299.5% | +1,072.3% |
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