-50.3%
STHO vs VT
+93.3%
-143.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | +5.9% | +1.0% | +4.9% | +4.8% |
| 3M | +10.3% | +2.4% | +8.0% | +7.2% |
| 6M | +14.3% | +12.0% | +2.3% | +0.4% |
| YTD | +20.7% | +15.3% | +5.3% | +2.5% |
| 1Y | +15.7% | +22.6% | -6.8% | -8.5% |
| 3Y | -26.7% | +74.7% | -101.3% | -66.0% |
| All | -50.3% | +93.3% | -143.7% | -78.5% |
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