+266.4%
STT vs VO
+193.0%
+73.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +1.0% |
| 7D | +1.0% | -0.6% | +1.6% | +1.7% |
| 30D | +2.8% | -1.9% | +4.7% | +5.2% |
| 3M | +18.1% | +3.3% | +14.9% | +13.5% |
| 6M | +59.2% | +9.7% | +49.5% | +42.1% |
| YTD | +51.5% | +12.6% | +38.9% | +31.2% |
| 1Y | +75.7% | +13.6% | +62.0% | +50.7% |
| 3Y | +200.8% | +56.8% | +144.0% | +75.5% |
| 5Y | +155.8% | +42.3% | +113.5% | +69.4% |
| 10Y | +266.4% | +199.2% | +67.2% | +4.0% |
| All | +266.4% | +193.0% | +73.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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