+43.8%
STT vs VLTO
+18.3%
+25.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.5% | +5.4% | -7.9% | -2.3% |
| 30D | -5.0% | +22.3% | -27.3% | -4.8% |
| 3M | -10.5% | +19.6% | -30.1% | -10.2% |
| 6M | +10.0% | +35.2% | -25.1% | +8.7% |
| YTD | +30.7% | +17.9% | +12.8% | +33.5% |
| 1Y | +43.8% | +19.5% | +24.2% | +46.7% |
| All | +43.8% | +18.3% | +25.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling