+452.4%
STT vs ITOT
+891.2%
-438.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +1.2% |
| 30D | +3.9% | -1.1% | +5.0% | +5.6% |
| 3M | +19.2% | +3.9% | +15.3% | +12.4% |
| 6M | +60.4% | +14.7% | +45.6% | +30.3% |
| YTD | +51.5% | +13.3% | +38.1% | +25.6% |
| 1Y | +76.3% | +19.1% | +57.1% | +35.8% |
| 3Y | +200.7% | +77.3% | +123.4% | +25.8% |
| 5Y | +157.5% | +74.1% | +83.4% | +10.6% |
| 10Y | +262.0% | +293.1% | -31.2% | -57.1% |
| All | +452.4% | +891.2% | -438.7% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling