-93.7%
STRO vs VT
+140.1%
-233.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.3% |
| 7D | +7.2% | -1.6% | +8.8% | +9.9% |
| 30D | -38.0% | -2.5% | -35.6% | -35.6% |
| 3M | -62.1% | -1.3% | -60.8% | -61.4% |
| 6M | -73.3% | +3.1% | -76.4% | -74.6% |
| YTD | -17.8% | +10.9% | -28.7% | -30.8% |
| 1Y | -13.5% | +12.1% | -25.6% | -28.2% |
| 3Y | -66.6% | +73.9% | -140.5% | -85.7% |
| 5Y | -96.0% | +58.0% | -153.9% | -97.9% |
| All | -93.7% | +140.1% | -233.8% | -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 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