+60.6%
VNQ vs STT
+267.9%
-207.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.6% | -1.4% | -1.3% | -2.2% |
| 30D | -2.3% | +2.2% | -4.5% | -3.1% |
| 3M | -2.8% | +18.8% | -21.6% | -8.4% |
| 6M | +2.5% | +57.9% | -55.4% | -12.4% |
| YTD | +8.4% | +51.0% | -42.6% | -6.2% |
| 1Y | +6.8% | +77.1% | -70.4% | -12.8% |
| 3Y | +29.9% | +199.8% | -169.9% | -12.1% |
| 5Y | +7.2% | +156.0% | -148.8% | -26.2% |
| All | +60.6% | +267.9% | -207.3% | -6.4% |
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 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