+461.8%
STM vs ITOT
+289.0%
+172.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.2% |
| 7D | +16.3% | +3.3% | +13.0% | +10.5% |
| 30D | -6.3% | -2.5% | -3.8% | -1.5% |
| 3M | -14.1% | -2.3% | -11.8% | -9.7% |
| 6M | -19.6% | +3.0% | -22.6% | -20.8% |
| YTD | +80.1% | +11.9% | +68.2% | +57.8% |
| 1Y | +95.4% | +12.0% | +83.3% | +71.1% |
| 3Y | +14.7% | +77.8% | -63.1% | -48.8% |
| 5Y | -5.4% | +65.0% | -70.4% | -51.1% |
| All | +461.8% | +289.0% | +172.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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