-99.5%
STEM vs VT
+57.9%
-157.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -16.5% | -1.6% | -14.9% | -13.0% |
| 30D | -44.4% | -2.5% | -41.9% | -40.3% |
| 3M | -57.8% | -1.3% | -56.5% | -55.9% |
| 6M | -78.0% | +3.1% | -81.1% | -78.6% |
| YTD | -84.3% | +10.9% | -95.2% | -86.9% |
| 1Y | -87.5% | +12.1% | -99.6% | -89.7% |
| 3Y | -96.8% | +73.9% | -170.7% | -99.0% |
| All | -99.5% | +57.9% | -157.4% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling