+422.5%
STM vs VCIT
+30.2%
+392.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | -5.6% | +0.7% | -6.3% | -6.8% |
| 30D | -14.4% | +1.8% | -16.2% | -17.2% |
| 3M | -20.5% | -1.1% | -19.3% | -19.2% |
| 6M | -24.5% | -1.7% | -22.8% | -22.2% |
| YTD | +72.7% | -1.1% | +73.8% | +76.9% |
| 1Y | +91.0% | -0.4% | +91.4% | +93.4% |
| 3Y | +13.5% | +20.5% | -7.0% | -14.1% |
| 5Y | -9.2% | +3.8% | -13.0% | -14.5% |
| 10Y | +422.5% | +31.2% | +391.3% | +369.5% |
| All | +422.5% | +30.2% | +392.3% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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