+579.0%
STT vs VCLT
+103.3%
+475.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +3.9% | -0.6% | +4.5% | +3.9% |
| 3M | +19.2% | -2.2% | +21.4% | +19.2% |
| 6M | +60.4% | -2.9% | +63.3% | +60.5% |
| YTD | +51.5% | -2.1% | +53.5% | +51.5% |
| 1Y | +76.3% | -2.6% | +78.9% | +76.4% |
| 3Y | +200.7% | +12.5% | +188.2% | +201.5% |
| 5Y | +157.5% | -15.3% | +172.8% | +140.1% |
| 10Y | +262.0% | +16.6% | +245.4% | +292.6% |
| All | +579.0% | +103.3% | +475.7% | +1,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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