+132.4%
STCE vs VT
+73.6%
+58.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -5.3% | -1.6% | -3.7% | -1.0% |
| 30D | -26.7% | -2.5% | -24.2% | -21.0% |
| 3M | -25.4% | -1.3% | -24.1% | -21.8% |
| 6M | -26.8% | +3.1% | -29.9% | -30.1% |
| YTD | -19.2% | +10.9% | -30.1% | -34.1% |
| 1Y | -48.7% | +12.1% | -60.7% | -58.8% |
| All | +132.4% | +73.6% | +58.8% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling