+3,343.4%
STX vs VNQ
+64.0%
+3,279.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.2% |
| 7D | -2.3% | -1.3% | -1.0% | -1.5% |
| 30D | -5.5% | -2.6% | -2.9% | -4.0% |
| 3M | -4.3% | -2.0% | -2.3% | -4.2% |
| 6M | +115.6% | +4.3% | +111.3% | +106.2% |
| YTD | +202.2% | +9.2% | +193.0% | +179.1% |
| 1Y | +325.3% | +5.6% | +319.7% | +300.8% |
| 3Y | +1,283.9% | +30.8% | +1,253.1% | +1,017.2% |
| 5Y | +1,048.3% | +8.0% | +1,040.3% | +953.8% |
| All | +3,343.4% | +64.0% | +3,279.4% | +2,252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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