+227.0%
STM vs VGT
+2,283.9%
-2,056.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.5% |
| 7D | +5.8% | +1.0% | +4.8% | +4.5% |
| 30D | -1.0% | +1.3% | -2.3% | -2.4% |
| 3M | -33.3% | -1.1% | -32.1% | -30.7% |
| 6M | +57.4% | +32.6% | +24.7% | +14.2% |
| YTD | +102.2% | +29.0% | +73.2% | +52.3% |
| 1Y | +99.6% | +39.7% | +59.9% | +35.4% |
| 3Y | +14.5% | +120.9% | -106.4% | -56.0% |
| 5Y | +21.4% | +133.6% | -112.2% | -56.1% |
| 10Y | +695.0% | +792.6% | -97.6% | -45.0% |
| All | +227.0% | +2,283.9% | -2,056.9% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling