+809.0%
VOO vs STT
+567.4%
+241.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.1% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | -3.3% | -2.3% | -1.0% | -2.4% |
| 3M | -2.4% | -7.0% | +4.6% | +0.2% |
| 6M | +2.6% | +15.5% | -12.9% | -3.4% |
| YTD | +11.3% | +35.6% | -24.3% | -2.0% |
| 1Y | +13.4% | +47.9% | -34.4% | -3.5% |
| 3Y | +80.3% | +181.1% | -100.8% | +17.7% |
| 5Y | +72.7% | +108.2% | -35.5% | +22.3% |
| 10Y | +310.0% | +201.0% | +109.0% | +128.2% |
| All | +809.0% | +567.4% | +241.6% | +235.2% |
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