+207.3%
STT vs VFC
-24.8%
+232.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | +0.5% | -1.6% | +2.1% | +0.7% |
| 30D | +3.9% | -11.6% | +15.5% | +5.9% |
| 3M | +20.0% | -18.1% | +38.1% | +23.3% |
| 6M | +55.3% | -27.4% | +82.7% | +62.3% |
| YTD | +53.3% | -24.8% | +78.2% | +59.3% |
| 1Y | +74.7% | -8.2% | +82.9% | +74.6% |
| All | +207.3% | -24.8% | +232.1% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling