+3,476.8%
STX vs VIG
+247.5%
+3,229.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.1% |
| 7D | +8.0% | -2.2% | +10.2% | +10.9% |
| 30D | +5.1% | -3.2% | +8.3% | +9.2% |
| 3M | +5.8% | +3.0% | +2.7% | +1.2% |
| 6M | +124.9% | +8.1% | +116.8% | +103.8% |
| YTD | +213.9% | +9.1% | +204.8% | +182.8% |
| 1Y | +350.4% | +12.6% | +337.8% | +291.8% |
| 3Y | +1,314.2% | +55.4% | +1,258.8% | +750.7% |
| 5Y | +1,092.8% | +62.8% | +1,030.0% | +591.5% |
| All | +3,476.8% | +247.5% | +3,229.3% | +616.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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