-99.2%
STI vs VT
+78.4%
-177.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +1.9% |
| 7D | +5.5% | -2.3% | +7.8% | +8.3% |
| 30D | -25.2% | -5.0% | -20.3% | -20.7% |
| 3M | -38.3% | -4.9% | -33.4% | -34.6% |
| 6M | -20.9% | -1.5% | -19.4% | -21.4% |
| YTD | -40.2% | +8.5% | -48.7% | -47.2% |
| 1Y | -58.6% | +11.4% | -70.0% | -64.6% |
| 3Y | -99.2% | +70.1% | -169.3% | -99.4% |
| All | -99.2% | +78.4% | -177.6% | -99.4% |
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 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