-1.8%
VGT vs STT
+16.5%
-18.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +2.5% | +4.8% | -2.3% | -0.2% |
| 30D | -9.5% | +3.9% | -13.4% | -10.9% |
| 3M | -9.5% | -8.2% | -1.3% | -6.5% |
| 6M | -1.8% | +15.6% | -17.4% | -9.7% |
| All | -1.8% | +16.5% | -18.2% | -9.7% |
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