+3,621.5%
STX vs VMC
+146.8%
+3,474.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -0.8% |
| 7D | +9.6% | -5.3% | +14.9% | +11.9% |
| 30D | +10.6% | -12.3% | +22.9% | +16.3% |
| 3M | +4.8% | -10.3% | +15.1% | +8.0% |
| 6M | +137.3% | -8.6% | +145.8% | +142.1% |
| YTD | +222.5% | -11.9% | +234.4% | +233.2% |
| 1Y | +366.2% | -13.9% | +380.1% | +386.0% |
| 3Y | +1,352.9% | +18.2% | +1,334.7% | +1,218.3% |
| 5Y | +1,077.4% | +47.7% | +1,029.7% | +871.5% |
| 10Y | +3,621.5% | +152.5% | +3,469.0% | +2,368.5% |
| All | +3,621.5% | +146.8% | +3,474.7% | +2,368.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling