+154.5%
STT vs VFC
-79.1%
+233.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | +0.5% | -1.6% | +2.1% | +0.8% |
| 30D | +3.9% | -11.6% | +15.5% | +6.7% |
| 3M | +20.0% | -18.1% | +38.1% | +24.4% |
| 6M | +55.3% | -27.4% | +82.7% | +64.8% |
| YTD | +53.3% | -24.8% | +78.2% | +61.2% |
| 1Y | +74.7% | -8.2% | +82.9% | +73.6% |
| 3Y | +205.8% | -29.1% | +234.9% | +197.6% |
| All | +154.5% | -79.1% | +233.6% | +322.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling