-99.1%
STI vs VT
+85.6%
-184.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -8.8% |
| 7D | +2.3% | -0.3% | +2.6% | +2.6% |
| 30D | -18.2% | -1.4% | -16.8% | -16.8% |
| 3M | -32.7% | -1.4% | -31.3% | -31.6% |
| 6M | -4.3% | +5.5% | -9.8% | -12.3% |
| YTD | -37.4% | +12.8% | -50.2% | -47.2% |
| 1Y | -57.2% | +15.4% | -72.7% | -64.8% |
| 3Y | -99.2% | +76.9% | -176.1% | -99.4% |
| All | -99.1% | +85.6% | -184.7% | -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 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