-91.9%
STIM vs VT
+152.6%
-244.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | +3.2% | -1.6% | +4.8% | +5.8% |
| 30D | +4.6% | -2.5% | +7.1% | +8.8% |
| 3M | +4.6% | -1.3% | +5.9% | +6.9% |
| 6M | +11.9% | +3.1% | +8.8% | +7.7% |
| YTD | +63.8% | +10.9% | +52.8% | +43.2% |
| 1Y | -18.4% | +12.1% | -30.5% | -29.3% |
| 3Y | +61.4% | +73.9% | -12.5% | -21.5% |
| 5Y | -58.8% | +58.0% | -116.8% | -76.8% |
| All | -91.9% | +152.6% | -244.5% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling