+123.8%
STX vs VYM
+21.8%
+102.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.2% | -9.3% | -9.9% |
| 7D | -20.2% | +1.2% | -21.3% | -21.6% |
| 30D | -37.2% | +5.2% | -42.4% | -42.3% |
| 3M | -34.1% | +0.5% | -34.6% | -34.1% |
| 6M | -24.5% | +7.7% | -32.2% | -36.1% |
| YTD | +102.9% | +17.2% | +85.8% | +36.7% |
| 1Y | +123.8% | +21.7% | +102.1% | +37.4% |
| All | +123.8% | +21.8% | +102.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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