+9,509.3%
STX vs VMC
+987.1%
+8,522.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.7% |
| 7D | -14.8% | +0.3% | -15.0% | -14.8% |
| 30D | -35.4% | +18.6% | -53.9% | -39.9% |
| 3M | -37.7% | +2.0% | -39.7% | -38.6% |
| 6M | -35.2% | +2.6% | -37.8% | -37.1% |
| YTD | +84.4% | +2.3% | +82.1% | +78.8% |
| 1Y | +82.3% | +1.7% | +80.6% | +77.6% |
| 3Y | +646.2% | +41.7% | +604.5% | +525.7% |
| 5Y | +487.4% | +46.6% | +440.8% | +382.3% |
| 10Y | +2,071.0% | +140.3% | +1,930.8% | +1,246.8% |
| All | +9,509.3% | +987.1% | +8,522.3% | +2,131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling