+728.4%
VGT vs STT
+198.3%
+530.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +2.5% | +4.8% | -2.3% | +0.5% |
| 30D | -9.5% | +3.9% | -13.4% | -10.8% |
| 3M | -9.5% | -8.2% | -1.3% | -6.3% |
| 6M | -1.8% | +15.6% | -17.4% | -7.6% |
| YTD | +18.4% | +37.6% | -19.2% | +3.4% |
| 1Y | +18.7% | +50.1% | -31.4% | +0.1% |
| 3Y | +103.8% | +183.1% | -79.2% | +31.9% |
| 5Y | +104.4% | +104.8% | -0.5% | +45.0% |
| All | +728.4% | +198.3% | +530.1% | +389.5% |
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