+4.9%
STM vs VEU
+64.7%
-59.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.0% |
| 7D | -10.7% | -1.6% | -9.1% | -7.4% |
| 30D | -25.7% | -4.3% | -21.4% | -17.9% |
| 3M | -21.6% | -5.8% | -15.7% | -10.0% |
| 6M | -27.8% | -4.4% | -23.4% | -17.0% |
| YTD | +61.8% | +8.7% | +53.1% | +45.5% |
| 1Y | +78.1% | +12.6% | +65.5% | +49.4% |
| 3Y | +4.9% | +65.2% | -60.3% | -55.4% |
| All | +4.9% | +64.7% | -59.8% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling