+76.3%
STT vs VFC
-11.5%
+87.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.9% |
| 7D | +2.2% | +0.8% | +1.3% | +2.0% |
| 30D | +3.9% | -11.9% | +15.8% | +6.2% |
| 3M | +19.2% | -20.2% | +39.3% | +23.2% |
| 6M | +60.4% | -23.0% | +83.4% | +66.3% |
| YTD | +51.5% | -26.2% | +77.7% | +59.1% |
| 1Y | +76.3% | -13.3% | +89.6% | +76.0% |
| All | +76.3% | -11.5% | +87.7% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling