+264.3%
STT vs ITOT
+303.4%
-39.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | +0.7% |
| 30D | +1.7% | -1.5% | +3.2% | +3.6% |
| 3M | +17.9% | +3.6% | +14.3% | +12.8% |
| 6M | +55.3% | +13.7% | +41.6% | +32.2% |
| YTD | +52.7% | +12.9% | +39.7% | +31.3% |
| 1Y | +75.7% | +17.2% | +58.5% | +44.5% |
| 3Y | +197.9% | +75.6% | +122.3% | +46.7% |
| 5Y | +158.8% | +75.5% | +83.3% | +28.7% |
| All | +264.3% | +303.4% | -39.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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