+95.4%
STM vs VCIT
-1.6%
+96.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +2.3% |
| 7D | +16.3% | -1.4% | +17.7% | +20.9% |
| 30D | -6.3% | +0.8% | -7.1% | -10.0% |
| 3M | -14.1% | -1.7% | -12.4% | -7.7% |
| 6M | -19.6% | -2.1% | -17.5% | -11.3% |
| YTD | +80.1% | -2.0% | +82.2% | +97.1% |
| 1Y | +95.4% | -1.5% | +96.8% | +108.9% |
| All | +95.4% | -1.6% | +96.9% | +108.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling