+355.3%
STT vs VYM
+490.3%
-135.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | +2.2% | +0.1% | +2.0% | +2.0% |
| 30D | +3.9% | -1.3% | +5.2% | +6.2% |
| 3M | +19.2% | +4.1% | +15.1% | +11.6% |
| 6M | +60.4% | +9.8% | +50.6% | +37.1% |
| YTD | +51.5% | +15.3% | +36.1% | +19.5% |
| 1Y | +76.3% | +20.0% | +56.3% | +30.2% |
| 3Y | +200.7% | +66.2% | +134.5% | +29.2% |
| 5Y | +157.5% | +77.5% | +79.9% | +1.9% |
| 10Y | +262.0% | +201.7% | +60.3% | -41.2% |
| All | +355.3% | +490.3% | -135.0% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling