+664.5%
STM vs VGT
+797.7%
-133.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +1.7% | +1.5% | +0.2% | -0.2% |
| 30D | -5.2% | +0.5% | -5.7% | -5.7% |
| 3M | -29.6% | +5.3% | -34.9% | -32.6% |
| 6M | +54.4% | +32.4% | +21.9% | +12.7% |
| YTD | +99.5% | +28.6% | +70.9% | +51.7% |
| 1Y | +100.8% | +37.6% | +63.1% | +39.8% |
| 3Y | +20.2% | +125.5% | -105.3% | -54.3% |
| 5Y | +21.1% | +135.2% | -114.0% | -55.6% |
| 10Y | +664.5% | +812.9% | -148.4% | -47.6% |
| All | +664.5% | +797.7% | -133.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling