+123.8%
STX vs VMC
+3.7%
+120.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.6% | -12.7% | -8.4% |
| 7D | -20.2% | +12.3% | -32.5% | -21.3% |
| 30D | -37.2% | +21.2% | -58.4% | -38.9% |
| 3M | -34.1% | +4.6% | -38.7% | -33.9% |
| 6M | -24.5% | +3.9% | -28.3% | -24.9% |
| YTD | +102.9% | +5.0% | +98.0% | +86.3% |
| 1Y | +123.8% | +2.6% | +121.2% | +111.4% |
| All | +123.8% | +3.7% | +120.1% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling