+286.8%
STM vs VEU
+174.2%
+112.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +1.3% |
| 7D | -7.9% | +0.5% | -8.4% | -8.2% |
| 30D | -14.1% | -2.3% | -11.8% | -10.8% |
| 3M | -17.6% | -4.4% | -13.2% | -11.6% |
| 6M | -24.2% | -2.2% | -22.1% | -19.0% |
| YTD | +73.3% | +10.9% | +62.4% | +58.4% |
| 1Y | +90.1% | +13.4% | +76.7% | +69.2% |
| 3Y | +10.3% | +69.7% | -59.4% | -39.3% |
| 5Y | -5.7% | +50.0% | -55.7% | -36.8% |
| 10Y | +444.1% | +145.8% | +298.3% | +125.0% |
| All | +286.8% | +174.2% | +112.6% | +60.5% |
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