+43.9%
STIP vs VT
+372.4%
-328.5%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.3% | -1.6% | +1.3% | -0.3% |
| 30D | +0.6% | -2.5% | +3.1% | +0.7% |
| 3M | -0.1% | -1.3% | +1.2% | -0.1% |
| 6M | -0.3% | +3.1% | -3.4% | -0.4% |
| YTD | +1.7% | +10.9% | -9.2% | +1.5% |
| 1Y | +2.0% | +12.1% | -10.1% | +1.7% |
| 3Y | +14.7% | +73.9% | -59.2% | +13.2% |
| 5Y | +15.4% | +58.0% | -42.6% | +13.9% |
| 10Y | +35.2% | +225.5% | -190.2% | +32.1% |
| All | +43.9% | +372.4% | -328.5% | +40.0% |
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