-76.8%
STTK vs VT
+103.7%
-180.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.1% | -8.7% | -7.4% |
| 7D | -21.5% | -4.2% | -17.3% | -16.7% |
| 30D | -23.4% | -5.8% | -17.6% | -16.7% |
| 3M | -39.1% | -5.2% | -33.8% | -34.4% |
| 6M | -31.3% | +0.1% | -31.5% | -31.1% |
| YTD | +23.0% | +8.2% | +14.8% | +10.5% |
| 1Y | +120.1% | +10.1% | +110.0% | +93.1% |
| 3Y | +142.7% | +69.7% | +73.0% | +31.5% |
| 5Y | -75.7% | +53.4% | -129.1% | -85.9% |
| All | -76.8% | +103.7% | -180.4% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling