+461.8%
STM vs VGT
+730.3%
-268.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.1% |
| 7D | +16.3% | +5.6% | +10.7% | +8.7% |
| 30D | -6.3% | -10.6% | +4.3% | +8.8% |
| 3M | -14.1% | -6.9% | -7.2% | -4.8% |
| 6M | -19.6% | +0.9% | -20.5% | -17.2% |
| YTD | +80.1% | +20.4% | +59.7% | +50.4% |
| 1Y | +95.4% | +17.4% | +78.0% | +67.9% |
| 3Y | +14.7% | +106.3% | -91.6% | -50.6% |
| 5Y | -5.4% | +107.9% | -113.3% | -59.1% |
| All | +461.8% | +730.3% | -268.5% | -55.3% |
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