+596.2%
STX vs VST
+229.5%
+366.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -6.2% | -10.1% | -14.2% |
| 7D | -33.4% | -19.9% | -13.5% | -28.1% |
| 30D | -42.1% | -29.7% | -12.4% | -34.8% |
| 3M | -44.3% | -19.6% | -24.7% | -40.2% |
| 6M | -39.4% | -29.4% | -10.0% | -32.0% |
| YTD | +70.0% | -29.7% | +99.7% | +90.0% |
| 1Y | +70.2% | -40.0% | +110.2% | +97.8% |
| All | +596.2% | +229.5% | +366.8% | +482.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling