+266.4%
STT vs VIG
+241.3%
+25.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +1.0% | -1.2% | +2.1% | +2.6% |
| 30D | +2.8% | -2.8% | +5.6% | +6.9% |
| 3M | +18.1% | +2.5% | +15.7% | +14.2% |
| 6M | +59.2% | +8.1% | +51.1% | +42.9% |
| YTD | +51.5% | +9.6% | +41.9% | +33.7% |
| 1Y | +75.7% | +14.2% | +61.5% | +46.7% |
| 3Y | +200.8% | +56.1% | +144.7% | +64.1% |
| 5Y | +155.8% | +62.8% | +92.9% | +34.3% |
| 10Y | +266.4% | +248.2% | +18.2% | -22.4% |
| All | +266.4% | +241.3% | +25.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling