+264.3%
STT vs VYM
+209.2%
+55.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.1% |
| 7D | -0.4% | -0.8% | +0.4% | +0.7% |
| 30D | +1.7% | -2.2% | +4.0% | +5.2% |
| 3M | +17.9% | +3.1% | +14.8% | +12.8% |
| 6M | +55.3% | +9.7% | +45.6% | +35.4% |
| YTD | +52.7% | +14.9% | +37.8% | +24.5% |
| 1Y | +75.7% | +17.6% | +58.1% | +38.7% |
| 3Y | +197.9% | +65.3% | +132.6% | +43.3% |
| 5Y | +158.8% | +78.7% | +80.0% | +14.7% |
| All | +264.3% | +209.2% | +55.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling