+3,833.3%
STX vs VIG
+648.1%
+3,185.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +6.7% |
| 7D | -14.8% | +0.4% | -15.2% | -14.8% |
| 30D | -35.4% | +4.3% | -39.6% | -38.4% |
| 3M | -37.7% | +2.0% | -39.7% | -39.2% |
| 6M | -35.2% | +10.2% | -45.4% | -42.9% |
| YTD | +84.4% | +14.8% | +69.6% | +55.8% |
| 1Y | +82.3% | +17.5% | +64.8% | +50.2% |
| 3Y | +646.2% | +67.4% | +578.8% | +301.1% |
| 5Y | +487.4% | +63.4% | +424.0% | +230.6% |
| 10Y | +2,071.0% | +259.9% | +1,811.1% | +347.9% |
| All | +3,833.3% | +648.1% | +3,185.2% | +191.8% |
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