+155.8%
STT vs VO
+42.2%
+113.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| 6M | +59.2% | +9.7% | +49.5% | +42.4% |
| YTD | +51.5% | +12.6% | +38.9% | +31.7% |
| 1Y | +75.7% | +13.6% | +62.0% | +51.3% |
| 3Y | +200.8% | +56.8% | +144.0% | +78.2% |
| 5Y | +155.8% | +42.3% | +113.5% | +68.2% |
| All | +155.8% | +42.2% | +113.6% | +68.2% |
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