+311.6%
STT vs VIG
+650.0%
-338.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | 0.0% |
| 7D | +1.1% | +1.0% | +0.1% | -0.5% |
| 30D | -1.9% | +4.5% | -6.4% | -8.9% |
| 3M | -7.6% | +2.1% | -9.6% | -10.7% |
| 6M | +16.0% | +10.5% | +5.5% | -1.7% |
| YTD | +36.2% | +15.1% | +21.1% | +7.9% |
| 1Y | +46.8% | +16.9% | +29.9% | +13.4% |
| 3Y | +177.8% | +65.6% | +112.2% | +20.4% |
| 5Y | +105.8% | +64.4% | +41.5% | -8.4% |
| 10Y | +197.6% | +260.6% | -63.1% | -66.8% |
| All | +311.6% | +650.0% | -338.4% | -85.8% |
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