+387.7%
V vs STT
+267.1%
+120.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | +2.0% | +3.9% | -1.9% | +0.5% |
| 3M | +17.4% | +20.0% | -2.6% | +9.2% |
| 6M | +17.5% | +55.3% | -37.8% | -1.4% |
| YTD | +7.6% | +53.3% | -45.7% | -9.5% |
| 1Y | +7.7% | +74.7% | -67.0% | -14.1% |
| 3Y | +54.7% | +205.8% | -151.2% | -2.3% |
| 5Y | +73.0% | +145.0% | -72.0% | +14.7% |
| All | +387.7% | +267.1% | +120.6% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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