+16,011.1%
STX vs VMC
+884.6%
+15,126.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.0% |
| 7D | +2.4% | -4.3% | +6.7% | +4.2% |
| 30D | +1.4% | -8.2% | +9.6% | +4.9% |
| 3M | -8.2% | -7.0% | -1.2% | -6.7% |
| 6M | +127.0% | -10.8% | +137.8% | +134.8% |
| YTD | +209.1% | -7.4% | +216.5% | +213.8% |
| 1Y | +365.4% | -9.5% | +374.9% | +376.6% |
| 3Y | +1,135.4% | +20.5% | +1,114.9% | +1,012.1% |
| 5Y | +991.5% | +51.6% | +939.9% | +787.0% |
| 10Y | +3,695.8% | +150.0% | +3,545.8% | +2,212.9% |
| All | +16,011.1% | +884.6% | +15,126.5% | +3,815.4% |
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 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