+102.4%
STX vs VST
-24.4%
+126.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.4% |
| 7D | +14.6% | +6.6% | +8.0% | +10.6% |
| 30D | -26.0% | -12.4% | -13.6% | -20.1% |
| 3M | -42.6% | -9.0% | -33.6% | -40.1% |
| 6M | -35.3% | -6.4% | -28.8% | -32.7% |
| YTD | +92.5% | -17.2% | +109.6% | +107.7% |
| 1Y | +102.4% | -22.0% | +124.4% | +125.4% |
| All | +102.4% | -24.4% | +126.8% | +125.4% |
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