+7,229.9%
STX vs VYM
+490.3%
+6,739.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +7.0% |
| 7D | +10.7% | +0.1% | +10.6% | +10.5% |
| 30D | +11.3% | -1.3% | +12.5% | +12.9% |
| 3M | +3.2% | +4.1% | -0.8% | -1.8% |
| 6M | +157.0% | +9.8% | +147.2% | +130.6% |
| YTD | +229.2% | +15.3% | +213.9% | +179.9% |
| 1Y | +381.8% | +20.0% | +361.8% | +291.7% |
| 3Y | +1,383.2% | +66.2% | +1,316.9% | +736.1% |
| 5Y | +1,144.9% | +77.5% | +1,067.4% | +563.3% |
| 10Y | +3,676.0% | +201.7% | +3,474.3% | +994.0% |
| All | +7,229.9% | +490.3% | +6,739.7% | +847.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling