-64.9%
STTK vs VT
+117.0%
-181.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.6% | +0.4% | -4.0% | -4.1% |
| 30D | -7.9% | +1.0% | -8.8% | -9.0% |
| 3M | +41.5% | +2.4% | +39.1% | +37.1% |
| 6M | +43.6% | +12.0% | +31.5% | +23.1% |
| YTD | +86.0% | +15.3% | +70.7% | +53.2% |
| 1Y | +349.7% | +22.6% | +327.1% | +246.2% |
| 3Y | +201.8% | +74.7% | +127.1% | +55.7% |
| 5Y | -68.1% | +66.1% | -134.2% | -83.0% |
| All | -64.9% | +117.0% | -181.9% | -77.3% |
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