+109.6%
STM vs VG
-39.3%
+148.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +5.8% | +1.7% | +4.1% | +5.7% |
| 30D | -1.0% | +16.0% | -17.0% | -1.8% |
| 3M | -33.3% | +9.7% | -43.0% | -33.8% |
| 6M | +57.4% | +29.6% | +27.8% | +49.7% |
| YTD | +102.2% | +112.0% | -9.8% | +77.3% |
| 1Y | +99.6% | +12.8% | +86.8% | +91.1% |
| All | +109.6% | -39.3% | +148.9% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling