+2,060.0%
VGT vs STT
+414.4%
+1,645.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -4.1% | +1.1% | -5.3% | -4.4% |
| 30D | -13.6% | -1.9% | -11.7% | -13.0% |
| 3M | -8.0% | -7.6% | -0.4% | -5.7% |
| 6M | -1.5% | +16.0% | -17.5% | -5.9% |
| YTD | +17.7% | +36.2% | -18.5% | +6.7% |
| 1Y | +13.8% | +46.8% | -33.0% | +0.8% |
| 3Y | +101.6% | +177.8% | -76.2% | +46.4% |
| 5Y | +106.7% | +105.8% | +0.9% | +61.0% |
| 10Y | +717.0% | +197.6% | +519.4% | +442.6% |
| All | +2,060.0% | +414.4% | +1,645.7% | +858.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling