-61.0%
STHO vs VT
+89.1%
-150.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.7% |
| 7D | +4.3% | -0.3% | +4.6% | +4.5% |
| 30D | -10.9% | -1.4% | -9.5% | -9.7% |
| 3M | -15.0% | -1.4% | -13.6% | -14.0% |
| 6M | -5.2% | +5.5% | -10.7% | -11.3% |
| YTD | -5.1% | +12.8% | -17.9% | -17.8% |
| 1Y | +7.3% | +15.4% | -8.1% | -9.4% |
| 3Y | -36.8% | +76.9% | -113.7% | -71.1% |
| All | -61.0% | +89.1% | -150.1% | -82.7% |
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