+123.8%
STX vs VST
-35.7%
+159.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -13.8% | +5.7% | 0.0% |
| 7D | -20.2% | -15.7% | -4.5% | -11.9% |
| 30D | -37.2% | -17.0% | -20.2% | -31.0% |
| 3M | -34.1% | -15.9% | -18.2% | -28.2% |
| 6M | -24.5% | -25.0% | +0.5% | -11.5% |
| YTD | +102.9% | -25.1% | +128.1% | +132.0% |
| 1Y | +123.8% | -34.9% | +158.7% | +183.8% |
| All | +123.8% | -35.7% | +159.5% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling