+63.5%
STXS vs VT
+217.6%
-154.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.2% | -9.1% |
| 7D | +22.6% | -0.1% | +22.8% | +22.5% |
| 30D | -7.2% | -3.1% | -4.1% | -4.2% |
| 3M | -28.5% | -3.5% | -25.0% | -25.8% |
| 6M | -45.8% | +0.5% | -46.3% | -46.0% |
| YTD | -55.2% | +10.8% | -66.0% | -59.9% |
| 1Y | -63.1% | +11.9% | -75.0% | -67.2% |
| 3Y | -29.9% | +73.0% | -102.9% | -60.6% |
| 5Y | -81.5% | +58.6% | -140.1% | -88.4% |
| 10Y | +63.5% | +219.2% | -155.7% | -52.1% |
| All | +63.5% | +217.6% | -154.2% | -52.1% |
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