+93.2%
STXS vs VT
+223.7%
-130.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +1.7% |
| 7D | +29.5% | +0.4% | +29.2% | +28.6% |
| 30D | +2.7% | -2.6% | +5.3% | +5.4% |
| 3M | -19.7% | -3.2% | -16.5% | -17.0% |
| 6M | -40.0% | +0.9% | -40.9% | -40.5% |
| YTD | -50.4% | +11.3% | -61.7% | -55.8% |
| 1Y | -58.1% | +14.0% | -72.1% | -63.6% |
| 3Y | -24.5% | +75.8% | -100.3% | -58.3% |
| 5Y | -80.4% | +57.8% | -138.3% | -87.7% |
| 10Y | +93.2% | +219.8% | -126.6% | -39.8% |
| All | +93.2% | +223.7% | -130.5% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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