+406.2%
STT vs VO
+822.3%
-416.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | -0.4% |
| 7D | +0.9% | -0.1% | +1.1% | +1.2% |
| 30D | -2.3% | +0.5% | -2.8% | -2.9% |
| 3M | -7.0% | -1.0% | -6.0% | -5.6% |
| 6M | +15.5% | +6.4% | +9.1% | +6.1% |
| YTD | +35.6% | +13.6% | +22.0% | +14.3% |
| 1Y | +47.9% | +14.5% | +33.4% | +23.3% |
| 3Y | +181.1% | +67.2% | +113.9% | +40.9% |
| 5Y | +108.2% | +36.1% | +72.1% | +38.2% |
| 10Y | +201.0% | +199.3% | +1.7% | -32.2% |
| All | +406.2% | +822.3% | -416.2% | -69.7% |
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