+35.2%
STIP vs VOO
+317.9%
-282.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.2% | -3.3% | +3.5% | +0.3% |
| 3M | -0.4% | -2.4% | +2.0% | -0.3% |
| 6M | -0.4% | +2.6% | -3.0% | -0.5% |
| YTD | +1.5% | +11.3% | -9.8% | +1.2% |
| 1Y | +1.7% | +13.4% | -11.7% | +1.4% |
| 3Y | +15.0% | +80.3% | -65.3% | +13.0% |
| 5Y | +14.6% | +72.7% | -58.1% | +12.6% |
| 10Y | +35.2% | +310.0% | -274.8% | +31.8% |
| All | +35.2% | +317.9% | -282.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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