+9,423.5%
STX vs VSH
+280.5%
+9,143.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.6% |
| 7D | -17.3% | -1.6% | -15.7% | -16.3% |
| 30D | -35.9% | -21.3% | -14.6% | -28.0% |
| 3M | -37.3% | -18.9% | -18.4% | -31.5% |
| 6M | -35.8% | -21.4% | -14.4% | -30.9% |
| YTD | +82.7% | +86.8% | -4.1% | +30.5% |
| 1Y | +71.6% | +85.8% | -14.1% | +22.7% |
| 3Y | +635.3% | +30.1% | +605.1% | +477.5% |
| 5Y | +483.8% | +42.8% | +441.0% | +332.3% |
| 10Y | +1,967.8% | +121.2% | +1,846.6% | +1,043.2% |
| All | +9,423.5% | +280.5% | +9,143.0% | +2,990.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling