-96.8%
STFS price history and return analytics
+39.5%
-136.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -7.9% | +1.0% | -9.0% | -8.5% |
| 30D | +18.8% | -0.2% | +19.0% | +18.8% |
| 3M | -59.1% | +4.5% | -63.7% | -60.3% |
| 6M | +4.3% | +14.1% | -9.8% | +0.4% |
| YTD | +4.3% | +14.8% | -10.5% | -0.1% |
| 1Y | -16.6% | +21.2% | -37.8% | -20.6% |
| All | -96.8% | +39.5% | -136.3% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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