+363.4%
STT vs VIG
+623.5%
-260.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.9% |
| 7D | +0.5% | -0.4% | +0.9% | +1.2% |
| 30D | +3.9% | -1.0% | +4.8% | +5.5% |
| 3M | +20.0% | +2.8% | +17.2% | +14.6% |
| 6M | +55.3% | +8.2% | +47.1% | +36.2% |
| YTD | +53.3% | +11.0% | +42.3% | +29.0% |
| 1Y | +74.7% | +16.1% | +58.6% | +36.6% |
| 3Y | +205.8% | +56.2% | +149.7% | +46.2% |
| 5Y | +145.0% | +63.0% | +82.0% | +10.6% |
| 10Y | +266.0% | +241.4% | +24.6% | -55.2% |
| All | +363.4% | +623.5% | -260.1% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling