+48.5%
STPZ vs VT
+469.0%
-420.4%
-6.8%
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 | -0.8% | -1.6% | +0.8% | -0.8% |
| 30D | +0.3% | -2.5% | +2.8% | +0.3% |
| 3M | -0.9% | -1.3% | +0.4% | -0.9% |
| 6M | -1.3% | +3.1% | -4.4% | -1.4% |
| YTD | +0.6% | +10.9% | -10.4% | +0.3% |
| 1Y | +0.8% | +12.1% | -11.3% | +0.5% |
| 3Y | +13.4% | +73.9% | -60.5% | +12.0% |
| 5Y | +11.9% | +58.0% | -46.1% | +10.5% |
| 10Y | +30.4% | +225.5% | -195.0% | +27.8% |
| All | +48.5% | +469.0% | -420.4% | +45.8% |
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