+305.8%
STT vs VEU
+174.3%
+131.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.8% |
| 7D | +5.1% | +2.4% | +2.8% | +2.1% |
| 30D | -0.2% | -2.0% | +1.8% | +2.4% |
| 3M | -8.1% | -5.1% | -3.0% | -2.0% |
| 6M | +16.6% | -0.7% | +17.4% | +16.8% |
| YTD | +37.8% | +11.0% | +26.8% | +18.7% |
| 1Y | +46.8% | +12.4% | +34.4% | +24.6% |
| 3Y | +181.2% | +69.8% | +111.4% | +39.5% |
| 5Y | +105.1% | +48.2% | +56.9% | +22.8% |
| 10Y | +202.3% | +148.1% | +54.2% | -2.9% |
| All | +305.8% | +174.3% | +131.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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