-3.3%
STNG vs VT
+388.5%
-391.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | -0.8% |
| 7D | -15.1% | -4.2% | -10.9% | -11.2% |
| 30D | -6.4% | -5.8% | -0.6% | -0.4% |
| 3M | +9.7% | -5.2% | +14.9% | +15.7% |
| 6M | -5.7% | +0.1% | -5.8% | -6.9% |
| YTD | +61.6% | +8.2% | +53.4% | +46.2% |
| 1Y | +34.0% | +10.1% | +23.9% | +18.7% |
| 3Y | +48.9% | +69.7% | -20.7% | -19.9% |
| 5Y | +440.3% | +53.4% | +387.0% | +219.4% |
| 10Y | +170.6% | +219.2% | -48.6% | -31.6% |
| All | -3.3% | +388.5% | -391.8% | -83.8% |
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