+84.7%
STXS vs VT
+215.5%
-130.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.6% |
| 7D | +26.7% | -2.3% | +29.1% | +29.6% |
| 30D | -3.5% | -5.0% | +1.4% | +1.7% |
| 3M | -19.9% | -4.9% | -15.0% | -15.5% |
| 6M | -43.2% | -1.5% | -41.7% | -42.2% |
| YTD | -52.6% | +8.5% | -61.1% | -56.6% |
| 1Y | -59.3% | +11.4% | -70.7% | -63.7% |
| 3Y | -37.0% | +70.1% | -107.1% | -63.9% |
| 5Y | -82.1% | +53.7% | -135.8% | -88.4% |
| All | +84.7% | +215.5% | -130.8% | -45.3% |
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