+16.1%
STM vs ITOT
+78.3%
-62.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.4% |
| 7D | +16.3% | +3.3% | +13.0% | +9.1% |
| 30D | -6.3% | -2.5% | -3.8% | -0.4% |
| 3M | -14.1% | -2.3% | -11.8% | -8.8% |
| 6M | -19.6% | +3.0% | -22.6% | -21.3% |
| YTD | +80.1% | +11.9% | +68.2% | +53.3% |
| 1Y | +95.4% | +12.0% | +83.3% | +66.0% |
| All | +16.1% | +78.3% | -62.3% | -57.7% |
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