+227.7%
STGW vs VT
+346.0%
-118.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.2% | +7.3% |
| 7D | +11.2% | -2.3% | +13.5% | +13.6% |
| 30D | +34.6% | -5.0% | +39.5% | +40.8% |
| 3M | +27.6% | -4.9% | +32.5% | +33.4% |
| 6M | +81.9% | -1.5% | +83.4% | +83.6% |
| YTD | +138.0% | +8.5% | +129.6% | +119.0% |
| 1Y | +107.1% | +11.4% | +95.7% | +85.8% |
| 3Y | +149.8% | +70.1% | +79.7% | +53.6% |
| 5Y | +9.7% | +53.7% | -44.0% | -24.5% |
| 10Y | +242.4% | +220.0% | +22.4% | +41.2% |
| All | +227.7% | +346.0% | -118.3% | +13.8% |
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