+210.6%
STM vs ITOT
+896.7%
-686.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.3% |
| 7D | +5.8% | +0.1% | +5.7% | +5.6% |
| 30D | -1.0% | 0.0% | -1.0% | -0.9% |
| 3M | -33.3% | +2.0% | -35.2% | -34.0% |
| 6M | +57.4% | +13.0% | +44.3% | +35.6% |
| YTD | +102.2% | +14.0% | +88.2% | +72.9% |
| 1Y | +99.6% | +19.9% | +79.7% | +59.0% |
| 3Y | +14.5% | +75.8% | -61.3% | -45.1% |
| 5Y | +21.4% | +73.8% | -52.5% | -38.6% |
| 10Y | +695.0% | +295.9% | +399.1% | +40.7% |
| All | +210.6% | +896.7% | -686.1% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling