+19.6%
STM vs ITOT
+75.4%
-55.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.3% |
| 7D | +1.7% | -0.4% | +2.0% | +2.4% |
| 30D | -5.2% | -1.6% | -3.6% | -2.1% |
| 3M | -29.6% | +3.5% | -33.2% | -33.1% |
| 6M | +54.4% | +13.1% | +41.2% | +26.7% |
| YTD | +99.5% | +12.7% | +86.8% | +65.9% |
| 1Y | +100.8% | +18.3% | +82.5% | +53.6% |
| All | +19.6% | +75.4% | -55.9% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling