+197.9%
STT vs VYM
+65.1%
+132.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.2% |
| 7D | -0.4% | -0.8% | +0.4% | +0.7% |
| 30D | +1.7% | -2.2% | +4.0% | +5.0% |
| 3M | +17.9% | +3.1% | +14.8% | +13.1% |
| 6M | +55.3% | +9.7% | +45.6% | +36.3% |
| YTD | +52.7% | +14.9% | +37.8% | +25.9% |
| 1Y | +75.7% | +17.6% | +58.1% | +40.5% |
| 3Y | +197.9% | +65.3% | +132.6% | +48.0% |
| All | +197.9% | +65.1% | +132.8% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling