-61.0%
STHO vs VT
+85.9%
-146.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.3% | -1.6% | +5.9% | +5.9% |
| 30D | -7.9% | -2.5% | -5.4% | -5.6% |
| 3M | -15.5% | -1.3% | -14.2% | -14.6% |
| 6M | -7.5% | +3.1% | -10.6% | -11.3% |
| YTD | -5.1% | +10.9% | -16.0% | -16.3% |
| 1Y | +5.5% | +12.1% | -6.5% | -8.0% |
| 3Y | -36.8% | +73.9% | -110.7% | -70.6% |
| All | -61.0% | +85.9% | -146.9% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling