+99.4%
STT vs VO
+32.6%
+66.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -2.6% | +0.1% | +0.6% |
| 30D | -5.0% | -0.9% | -4.0% | -3.8% |
| 3M | -10.5% | -3.0% | -7.5% | -7.1% |
| 6M | +10.0% | +2.2% | +7.8% | +7.2% |
| YTD | +30.7% | +10.6% | +20.1% | +16.2% |
| 1Y | +43.8% | +12.5% | +31.3% | +25.3% |
| 3Y | +168.1% | +61.4% | +106.7% | +54.0% |
| All | +99.4% | +32.6% | +66.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling