-93.9%
STRO vs VT
+134.2%
-228.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.4% | -1.1% |
| 7D | +0.7% | -4.2% | +4.8% | +7.8% |
| 30D | -36.3% | -5.8% | -30.5% | -30.0% |
| 3M | -63.3% | -5.2% | -58.1% | -60.1% |
| 6M | -75.3% | +0.1% | -75.5% | -75.4% |
| YTD | -20.5% | +8.2% | -28.7% | -30.3% |
| 1Y | -6.1% | +10.1% | -16.2% | -19.8% |
| 3Y | -67.7% | +69.7% | -137.4% | -85.6% |
| 5Y | -96.1% | +53.4% | -149.4% | -97.9% |
| All | -93.9% | +134.2% | -228.2% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling