+105.8%
V vs STT
+105.9%
-0.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | -0.4% | +5.1% | -5.5% | -2.0% |
| 30D | +6.3% | -0.2% | +6.5% | +6.3% |
| 3M | +17.2% | -8.1% | +25.3% | +20.4% |
| 6M | +29.2% | +16.6% | +12.6% | +21.9% |
| YTD | +20.8% | +37.8% | -17.0% | +6.8% |
| 1Y | +25.0% | +46.8% | -21.8% | +8.0% |
| 3Y | +75.3% | +181.2% | -105.9% | +18.1% |
| 5Y | +105.8% | +105.1% | +0.7% | +48.9% |
| All | +105.8% | +105.9% | -0.1% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling