+351.3%
STM vs VEU
+192.1%
+159.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.2% |
| 7D | +5.8% | +1.1% | +4.6% | +4.2% |
| 30D | -1.0% | +2.2% | -3.2% | -3.7% |
| 3M | -33.3% | +3.0% | -36.2% | -34.3% |
| 6M | +57.4% | +10.9% | +46.5% | +41.8% |
| YTD | +102.2% | +18.2% | +84.0% | +68.3% |
| 1Y | +99.6% | +28.3% | +71.3% | +49.8% |
| 3Y | +14.5% | +74.6% | -60.1% | -40.0% |
| 5Y | +21.4% | +56.4% | -35.0% | -23.7% |
| 10Y | +695.0% | +153.0% | +541.9% | +211.3% |
| All | +351.3% | +192.1% | +159.2% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling