-12.5%
VG vs STT
+15.3%
-27.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.2% | -9.9% | -7.4% |
| 7D | -16.4% | -0.1% | -16.3% | -16.3% |
| 30D | -10.8% | -1.7% | -9.1% | -10.9% |
| 3M | -6.3% | -6.4% | +0.1% | -7.2% |
| 6M | -12.5% | +17.7% | -30.2% | -2.0% |
| All | -12.5% | +15.3% | -27.8% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling