+465.1%
STM vs VEU
+149.9%
+315.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.7% |
| 7D | +12.0% | +2.1% | +9.9% | +8.1% |
| 30D | -0.4% | -0.9% | +0.6% | +2.0% |
| 3M | -13.2% | -5.4% | -7.8% | -3.1% |
| 6M | -26.1% | -1.8% | -24.3% | -20.3% |
| YTD | +81.2% | +10.9% | +70.2% | +59.3% |
| 1Y | +98.3% | +13.6% | +84.7% | +67.8% |
| 3Y | +16.7% | +69.3% | -52.5% | -48.1% |
| 5Y | -4.8% | +48.1% | -52.9% | -45.1% |
| All | +465.1% | +149.9% | +315.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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