+90.1%
STM vs VG
+35.0%
+55.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.5% |
| 7D | -7.9% | -7.7% | -0.2% | -8.6% |
| 30D | -14.1% | -8.8% | -5.3% | -14.7% |
| 3M | -17.6% | -15.6% | -2.0% | -18.6% |
| 6M | -24.2% | +5.2% | -29.5% | -23.2% |
| YTD | +73.3% | +76.9% | -3.6% | +65.5% |
| 1Y | +90.1% | +42.5% | +47.6% | +89.2% |
| All | +90.1% | +35.0% | +55.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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