+274.4%
STT vs VT
+345.0%
-70.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | +1.0% |
| 7D | -4.9% | -4.2% | -0.7% | +0.9% |
| 30D | -6.0% | -5.8% | -0.2% | +2.2% |
| 3M | -11.7% | -5.2% | -6.4% | -4.8% |
| 6M | +11.7% | +0.1% | +11.6% | +10.9% |
| YTD | +30.4% | +8.2% | +22.2% | +15.8% |
| 1Y | +43.9% | +10.1% | +33.8% | +24.7% |
| 3Y | +165.4% | +69.7% | +95.7% | +23.8% |
| 5Y | +101.0% | +53.4% | +47.6% | +9.8% |
| 10Y | +210.7% | +219.2% | -8.5% | -39.2% |
| All | +274.4% | +345.0% | -70.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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