-64.5%
STEX price history and return analytics
+0.4%
-64.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.1% | -5.6% | -1.0% |
| 7D | -25.9% | -4.2% | -21.7% | -18.3% |
| 30D | -36.9% | -5.8% | -31.1% | -27.7% |
| 3M | -55.0% | -5.2% | -49.8% | -48.7% |
| 6M | -64.5% | +0.1% | -64.6% | -61.4% |
| All | -64.5% | +0.4% | -64.9% | -61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling