+261.0%
STM vs VEU
+168.5%
+92.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.2% |
| 7D | -10.7% | -1.6% | -9.1% | -8.5% |
| 30D | -25.7% | -4.3% | -21.4% | -20.7% |
| 3M | -21.6% | -5.8% | -15.7% | -14.1% |
| 6M | -27.8% | -4.4% | -23.4% | -20.4% |
| YTD | +61.8% | +8.7% | +53.1% | +51.9% |
| 1Y | +78.1% | +12.6% | +65.5% | +59.8% |
| 3Y | +4.9% | +65.2% | -60.3% | -40.3% |
| 5Y | -14.3% | +45.5% | -59.8% | -40.2% |
| 10Y | +414.1% | +142.7% | +271.3% | +116.4% |
| All | +261.0% | +168.5% | +92.5% | +53.8% |
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