+3,343.4%
STX vs VYM
+209.2%
+3,134.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.5% |
| 7D | -2.3% | -0.8% | -1.5% | -1.4% |
| 30D | -5.5% | -2.2% | -3.2% | -3.0% |
| 3M | -4.3% | +3.1% | -7.4% | -8.1% |
| 6M | +115.6% | +9.7% | +105.9% | +93.1% |
| YTD | +202.2% | +14.9% | +187.3% | +157.2% |
| 1Y | +325.3% | +17.6% | +307.7% | +253.0% |
| 3Y | +1,283.9% | +65.3% | +1,218.6% | +684.8% |
| 5Y | +1,048.3% | +78.7% | +969.6% | +509.3% |
| All | +3,343.4% | +209.2% | +3,134.3% | +751.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling