+476.5%
V vs STT
+198.7%
+277.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -0.4% | +5.1% | -5.5% | -2.2% |
| 30D | +6.3% | -0.2% | +6.5% | +6.3% |
| 3M | +17.2% | -8.1% | +25.3% | +20.8% |
| 6M | +29.2% | +16.6% | +12.6% | +21.2% |
| YTD | +20.8% | +37.8% | -17.0% | +5.5% |
| 1Y | +25.0% | +46.8% | -21.8% | +6.5% |
| 3Y | +75.3% | +181.2% | -105.9% | +14.0% |
| 5Y | +105.8% | +105.1% | +0.7% | +46.2% |
| All | +476.5% | +198.7% | +277.8% | +231.8% |
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