+664.5%
STM vs VEU
+150.1%
+514.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.6% |
| 7D | +1.7% | +0.3% | +1.4% | +1.1% |
| 30D | -5.2% | +0.7% | -5.8% | -6.2% |
| 3M | -29.6% | +4.7% | -34.3% | -33.4% |
| 6M | +54.4% | +11.6% | +42.7% | +32.1% |
| YTD | +99.5% | +16.8% | +82.7% | +58.6% |
| 1Y | +100.8% | +24.9% | +75.9% | +42.8% |
| 3Y | +20.2% | +75.7% | -55.6% | -50.4% |
| 5Y | +21.1% | +56.1% | -35.0% | -36.7% |
| 10Y | +664.5% | +153.6% | +510.9% | +113.1% |
| All | +664.5% | +150.1% | +514.5% | +113.1% |
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