+455.4%
V vs STT
+199.5%
+255.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.4% |
| 30D | +9.9% | -1.9% | +11.9% | +10.6% |
| 3M | +17.5% | -7.6% | +25.1% | +20.8% |
| 6M | +33.5% | +16.0% | +17.5% | +25.4% |
| YTD | +21.6% | +36.2% | -14.6% | +6.8% |
| 1Y | +27.6% | +46.8% | -19.2% | +8.7% |
| 3Y | +76.4% | +177.8% | -101.4% | +15.5% |
| 5Y | +103.8% | +105.8% | -2.0% | +44.7% |
| All | +455.4% | +199.5% | +255.9% | +230.7% |
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