+394.8%
STC vs VT
+374.2%
+20.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.4% | +0.4% | -3.9% | -3.8% |
| 30D | -0.8% | +1.0% | -1.8% | -1.8% |
| 3M | +7.3% | +2.4% | +5.0% | +4.0% |
| 6M | -2.0% | +12.0% | -14.0% | -13.6% |
| YTD | -2.3% | +15.3% | -17.6% | -16.5% |
| 1Y | -5.9% | +22.6% | -28.5% | -24.6% |
| 3Y | +55.1% | +74.7% | -19.6% | -14.3% |
| 5Y | +27.3% | +66.1% | -38.8% | -26.1% |
| 10Y | +95.8% | +225.0% | -129.2% | -43.3% |
| All | +394.8% | +374.2% | +20.6% | -1.9% |
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