+116.6%
VSH vs STT
+211.9%
-95.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.2% | +10.2% | +11.3% |
| 7D | +3.5% | +0.9% | +2.6% | +3.4% |
| 30D | -22.4% | -2.3% | -20.1% | -20.5% |
| 3M | -25.2% | -7.0% | -18.2% | -20.9% |
| 6M | -22.5% | +15.5% | -38.0% | -28.6% |
| YTD | +84.2% | +35.6% | +48.6% | +53.0% |
| 1Y | +87.1% | +47.9% | +39.2% | +47.3% |
| 3Y | +31.7% | +181.1% | -149.4% | -28.9% |
| 5Y | +42.6% | +108.2% | -65.6% | -12.8% |
| 10Y | +116.6% | +201.0% | -84.4% | -3.4% |
| All | +116.6% | +211.9% | -95.3% | -3.4% |
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