+390.4%
STT vs VO
+797.8%
-407.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -2.6% | +0.1% | +1.0% |
| 30D | -5.0% | -0.9% | -4.0% | -3.7% |
| 3M | -10.0% | -3.0% | -7.0% | -6.2% |
| 6M | +10.6% | +2.2% | +8.4% | +7.3% |
| YTD | +31.4% | +10.6% | +20.8% | +14.8% |
| 1Y | +44.5% | +12.5% | +32.0% | +23.4% |
| 3Y | +169.5% | +61.4% | +108.1% | +41.6% |
| 5Y | +102.5% | +33.4% | +69.1% | +38.0% |
| 10Y | +213.0% | +201.5% | +11.4% | -30.3% |
| All | +390.4% | +797.8% | -407.4% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling