+98.8%
STM vs VEU
+22.8%
+76.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | +1.2% |
| 7D | -1.1% | -1.9% | +0.9% | +3.3% |
| 30D | -7.8% | -0.7% | -7.1% | -6.2% |
| 3M | -28.2% | +4.9% | -33.1% | -32.9% |
| 6M | +52.0% | +9.8% | +42.1% | +33.1% |
| YTD | +96.4% | +15.3% | +81.1% | +54.9% |
| 1Y | +98.8% | +23.0% | +75.8% | +36.3% |
| All | +98.8% | +22.8% | +76.0% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling