+1,048.0%
STX vs VYM
+77.5%
+970.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.7% |
| 7D | -2.3% | -0.8% | -1.5% | -1.2% |
| 30D | -5.5% | -2.2% | -3.2% | -2.5% |
| 3M | -4.3% | +3.1% | -7.4% | -8.9% |
| 6M | +115.6% | +9.7% | +105.9% | +88.6% |
| YTD | +202.2% | +14.9% | +187.3% | +148.8% |
| 1Y | +325.3% | +17.6% | +307.7% | +239.9% |
| 3Y | +1,283.9% | +65.3% | +1,218.6% | +602.5% |
| All | +1,048.0% | +77.5% | +970.5% | +445.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling