+633.5%
STM vs VCIT
+96.6%
+536.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.2% | -12.6% | -12.6% |
| 7D | -20.1% | +0.5% | -20.5% | -20.5% |
| 30D | -32.0% | +2.1% | -34.0% | -33.4% |
| 3M | -24.2% | -1.6% | -22.6% | -23.1% |
| 6M | -29.9% | -1.6% | -28.3% | -28.7% |
| YTD | +54.9% | -1.5% | +56.4% | +57.6% |
| 1Y | +68.0% | -0.4% | +68.4% | +69.3% |
| 3Y | -0.1% | +19.6% | -19.7% | -12.1% |
| 5Y | -17.9% | +3.3% | -21.2% | -23.8% |
| 10Y | +392.2% | +28.9% | +363.4% | +383.4% |
| All | +633.5% | +96.6% | +536.8% | +1,419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling