+67.7%
STM vs VG
-51.4%
+119.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -10.7% | -22.0% | +11.3% | -9.7% |
| 30D | -25.7% | -11.6% | -14.1% | -25.3% |
| 3M | -21.6% | -14.9% | -6.7% | -21.1% |
| 6M | -27.8% | -3.5% | -24.3% | -28.5% |
| YTD | +61.8% | +70.0% | -8.2% | +43.2% |
| 1Y | +78.1% | +50.0% | +28.1% | +60.0% |
| All | +67.7% | -51.4% | +119.0% | +40.4% |
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