+2,071.0%
STX vs VSH
+128.2%
+1,942.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +13.4% | -3.7% | +3.1% |
| 7D | -14.8% | +3.5% | -18.2% | -15.9% |
| 30D | -35.4% | -22.4% | -12.9% | -26.7% |
| 3M | -37.7% | -25.2% | -12.5% | -29.2% |
| 6M | -35.2% | -22.5% | -12.7% | -29.6% |
| YTD | +84.4% | +84.2% | +0.2% | +31.8% |
| 1Y | +82.3% | +87.1% | -4.8% | +29.3% |
| 3Y | +646.2% | +31.7% | +614.6% | +480.2% |
| 5Y | +487.4% | +42.6% | +444.8% | +330.7% |
| 10Y | +2,071.0% | +116.6% | +1,954.4% | +1,096.1% |
| All | +2,071.0% | +128.2% | +1,942.8% | +1,096.1% |
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