+4,392.5%
STX vs V
+3,138.4%
+1,254.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -28.5% | +2.2% | -30.7% | -29.4% |
| 30D | -42.9% | +13.6% | -56.5% | -46.9% |
| 3M | -45.9% | +14.3% | -60.2% | -50.2% |
| 6M | -41.3% | +33.1% | -74.4% | -51.1% |
| YTD | +67.9% | +21.2% | +46.7% | +47.1% |
| 1Y | +66.5% | +26.4% | +40.1% | +42.4% |
| 3Y | +588.0% | +77.6% | +510.4% | +378.8% |
| 5Y | +449.1% | +102.6% | +346.5% | +250.7% |
| 10Y | +1,982.8% | +464.4% | +1,518.4% | +636.1% |
| All | +4,392.5% | +3,138.4% | +1,254.1% | +508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling