-76.1%
STTK vs VT
+104.1%
-180.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.6% |
| 7D | -16.9% | -2.3% | -14.6% | -14.0% |
| 30D | -18.3% | -5.0% | -13.3% | -12.3% |
| 3M | -35.5% | -4.9% | -30.6% | -30.8% |
| 6M | -30.8% | -1.5% | -29.3% | -29.1% |
| YTD | +26.6% | +8.5% | +18.1% | +13.4% |
| 1Y | +135.7% | +11.4% | +124.3% | +103.6% |
| 3Y | +119.0% | +70.1% | +48.9% | +18.2% |
| 5Y | -75.0% | +53.7% | -128.7% | -85.5% |
| All | -76.1% | +104.1% | -180.2% | -83.2% |
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 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