-1.3%
STIM vs VT
+15.4%
-16.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +1.7% | +18.0% | +15.9% |
| 7D | +19.7% | -0.3% | +20.0% | +21.0% |
| 30D | +23.0% | -1.4% | +24.4% | +27.3% |
| 3M | +17.6% | -1.4% | +19.0% | +21.5% |
| 6M | +33.9% | +5.5% | +28.4% | +19.6% |
| YTD | +96.0% | +12.8% | +83.2% | +45.7% |
| All | -1.3% | +15.4% | -16.7% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling