+1,967.8%
STX vs VMC
+136.9%
+1,830.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -17.3% | +1.1% | -18.4% | -17.5% |
| 30D | -35.9% | +17.7% | -53.6% | -40.1% |
| 3M | -37.3% | +1.1% | -38.4% | -37.9% |
| 6M | -35.8% | +1.8% | -37.7% | -37.4% |
| YTD | +82.7% | +1.5% | +81.2% | +77.9% |
| 1Y | +71.6% | -1.1% | +72.8% | +69.3% |
| 3Y | +635.3% | +38.8% | +596.5% | +523.6% |
| 5Y | +483.8% | +49.6% | +434.2% | +374.1% |
| 10Y | +1,967.8% | +130.6% | +1,837.2% | +1,263.3% |
| All | +1,967.8% | +136.9% | +1,830.9% | +1,263.3% |
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