+1,967.8%
STX vs V
+444.9%
+1,522.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -17.3% | +0.6% | -17.9% | -17.5% |
| 30D | -35.9% | +9.7% | -45.7% | -39.3% |
| 3M | -37.3% | +17.3% | -54.6% | -43.1% |
| 6M | -35.8% | +33.2% | -69.0% | -46.8% |
| YTD | +82.7% | +21.3% | +61.4% | +59.6% |
| 1Y | +71.6% | +27.3% | +44.3% | +45.5% |
| 3Y | +635.3% | +76.1% | +559.2% | +401.6% |
| 5Y | +483.8% | +103.5% | +380.3% | +258.8% |
| 10Y | +1,967.8% | +454.5% | +1,513.3% | +494.7% |
| All | +1,967.8% | +444.9% | +1,522.8% | +494.7% |
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