-75.1%
STTK vs VT
+109.5%
-184.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -3.9% |
| 7D | +7.1% | +2.9% | +4.2% | +3.4% |
| 30D | -12.4% | -2.5% | -9.9% | -8.8% |
| 3M | -35.8% | -3.3% | -32.5% | -32.5% |
| 6M | -27.3% | +1.5% | -28.9% | -28.4% |
| YTD | +31.8% | +11.4% | +20.4% | +14.3% |
| 1Y | +150.5% | +11.9% | +138.6% | +116.0% |
| 3Y | +161.4% | +73.9% | +87.5% | +37.0% |
| 5Y | -61.5% | +57.9% | -119.3% | -78.4% |
| All | -75.1% | +109.5% | -184.7% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling