+4,136.4%
STX vs VIG
+655.7%
+3,480.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +16.8% | +3.1% | +13.8% | +12.7% |
| 30D | -27.0% | +5.0% | -32.1% | -31.1% |
| 3M | -37.9% | +2.7% | -40.6% | -39.9% |
| 6M | -32.5% | +11.0% | -43.5% | -41.0% |
| YTD | +98.6% | +16.0% | +82.6% | +65.8% |
| 1Y | +93.6% | +16.3% | +77.3% | +61.7% |
| 3Y | +699.1% | +66.8% | +632.2% | +331.6% |
| 5Y | +481.0% | +64.8% | +416.2% | +223.7% |
| 10Y | +2,082.0% | +263.6% | +1,818.4% | +344.7% |
| All | +4,136.4% | +655.7% | +3,480.6% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling