+209.6%
STBA vs VT
+363.9%
-154.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.1% |
| 7D | +3.3% | -0.3% | +3.6% | +3.6% |
| 30D | +6.0% | -1.4% | +7.4% | +7.3% |
| 3M | -0.3% | -1.4% | +1.1% | +0.8% |
| 6M | +20.9% | +5.5% | +15.4% | +13.7% |
| YTD | +35.8% | +12.8% | +22.9% | +18.9% |
| 1Y | +45.0% | +15.4% | +29.6% | +24.0% |
| 3Y | +103.7% | +76.9% | +26.9% | +14.1% |
| 5Y | +100.6% | +60.4% | +40.2% | +22.2% |
| 10Y | +145.8% | +232.8% | -87.0% | -27.4% |
| All | +209.6% | +363.9% | -154.2% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling