+50.7%
STC vs VT
+214.8%
-164.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +7.9% |
| 7D | +7.7% | -4.2% | +11.9% | +11.9% |
| 30D | -5.3% | -5.8% | +0.5% | 0.0% |
| 3M | -27.4% | -5.2% | -22.2% | -23.8% |
| 6M | -27.4% | +0.1% | -27.6% | -28.3% |
| YTD | -28.5% | +8.2% | -36.8% | -34.7% |
| 1Y | -26.7% | +10.1% | -36.8% | -34.2% |
| 3Y | +14.3% | +69.7% | -55.4% | -34.1% |
| 5Y | -21.9% | +53.4% | -75.3% | -50.0% |
| All | +50.7% | +214.8% | -164.1% | -44.5% |
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 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