-95.7%
STFS vs VOO
+30.8%
-126.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +15.8% | -2.7% | +18.5% | +17.1% |
| 30D | +50.5% | -5.4% | +55.8% | +54.3% |
| 3M | +56.9% | -4.1% | +61.0% | +59.4% |
| 6M | -28.7% | +0.7% | -29.4% | -29.4% |
| YTD | +41.3% | +8.7% | +32.5% | +37.2% |
| 1Y | -26.4% | +11.0% | -37.4% | -28.9% |
| All | -95.7% | +30.8% | -126.4% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling