+31.7%
VSH vs STT
+177.3%
-145.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.2% | +10.2% | +10.1% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | -22.4% | -2.3% | -20.1% | -19.6% |
| 3M | -25.2% | -7.5% | -17.7% | -18.4% |
| 6M | -22.5% | +14.9% | -37.4% | -31.6% |
| YTD | +84.2% | +34.9% | +49.3% | +37.7% |
| 1Y | +87.1% | +47.1% | +40.0% | +28.3% |
| 3Y | +31.7% | +179.6% | -147.9% | -47.3% |
| All | +31.7% | +177.3% | -145.7% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling