+179.0%
STT vs VLTO
+54.1%
+124.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.6% |
| 7D | -4.9% | +12.0% | -16.9% | -8.1% |
| 30D | -6.0% | +20.8% | -26.8% | -11.4% |
| 3M | -11.7% | +20.1% | -31.8% | -16.7% |
| 6M | +11.7% | +32.6% | -20.9% | +0.9% |
| YTD | +30.4% | +17.3% | +13.1% | +23.9% |
| 1Y | +43.9% | +17.3% | +26.6% | +36.4% |
| 3Y | +165.4% | +66.9% | +98.5% | +127.9% |
| All | +179.0% | +54.1% | +124.9% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling