+3,343.4%
STX vs VGT
+820.0%
+2,523.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.9% |
| 7D | -2.3% | -0.2% | -2.1% | -2.1% |
| 30D | -5.5% | -0.4% | -5.0% | -4.9% |
| 3M | -4.3% | +4.4% | -8.7% | -6.8% |
| 6M | +115.6% | +32.1% | +83.6% | +71.9% |
| YTD | +202.2% | +28.8% | +173.4% | +147.8% |
| 1Y | +325.3% | +35.3% | +289.9% | +236.7% |
| 3Y | +1,283.9% | +124.8% | +1,159.2% | +604.6% |
| 5Y | +1,048.3% | +137.9% | +910.4% | +451.3% |
| All | +3,343.4% | +820.0% | +2,523.4% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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