+105.6%
VGT vs STT
+106.1%
-0.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -4.1% | +1.1% | -5.3% | -4.5% |
| 30D | -13.6% | -1.9% | -11.7% | -12.8% |
| 3M | -8.0% | -7.6% | -0.4% | -4.6% |
| 6M | -1.5% | +16.0% | -17.5% | -8.2% |
| YTD | +17.7% | +36.2% | -18.5% | +1.4% |
| 1Y | +13.8% | +46.8% | -33.0% | -5.3% |
| 3Y | +101.6% | +177.8% | -76.2% | +24.0% |
| All | +105.6% | +106.1% | -0.5% | +35.1% |
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