+2,267.4%
VGT vs STT
+479.2%
+1,788.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +1.3% | +3.9% | -2.6% | +0.1% |
| 3M | -1.1% | +20.0% | -21.1% | -6.6% |
| 6M | +32.6% | +55.3% | -22.7% | +15.6% |
| YTD | +29.0% | +53.3% | -24.3% | +12.7% |
| 1Y | +39.7% | +74.7% | -35.0% | +17.2% |
| 3Y | +120.9% | +205.8% | -84.9% | +55.5% |
| 5Y | +133.6% | +145.0% | -11.4% | +72.1% |
| 10Y | +792.6% | +266.0% | +526.6% | +457.2% |
| All | +2,267.4% | +479.2% | +1,788.2% | +912.4% |
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