+3,676.0%
STX vs VSH
+170.2%
+3,505.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +7.0% |
| 7D | +10.7% | +6.2% | +4.5% | +7.5% |
| 30D | +11.3% | -11.1% | +22.4% | +18.1% |
| 3M | +3.2% | -44.9% | +48.1% | +36.7% |
| 6M | +157.0% | +90.0% | +67.0% | +83.1% |
| YTD | +229.2% | +118.8% | +110.4% | +119.9% |
| 1Y | +381.8% | +109.0% | +272.9% | +224.0% |
| 3Y | +1,383.2% | +35.6% | +1,347.5% | +1,056.1% |
| 5Y | +1,144.9% | +66.7% | +1,078.2% | +758.8% |
| 10Y | +3,676.0% | +167.9% | +3,508.1% | +1,760.0% |
| All | +3,676.0% | +170.2% | +3,505.8% | +1,760.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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