+103.1%
STT vs ITOT
+63.9%
+39.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | +4.8% | +2.5% | +2.3% | +1.9% |
| 30D | +3.9% | -1.7% | +5.6% | +6.0% |
| 3M | -8.2% | -3.4% | -4.8% | -4.5% |
| 6M | +15.6% | +2.1% | +13.5% | +12.7% |
| YTD | +37.6% | +11.5% | +26.1% | +21.5% |
| 1Y | +50.1% | +13.6% | +36.5% | +29.7% |
| 3Y | +183.1% | +77.2% | +105.9% | +44.9% |
| All | +103.1% | +63.9% | +39.2% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling