+96.5%
STM vs VIG
+19.5%
+77.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.1% | -8.2% | -10.9% |
| 7D | -6.0% | +2.7% | -8.8% | -12.2% |
| 30D | -20.9% | +7.0% | -28.0% | -33.7% |
| 3M | -15.8% | +4.0% | -19.8% | -23.9% |
| 6M | -17.0% | +12.3% | -29.3% | -38.7% |
| YTD | +76.8% | +16.4% | +60.4% | +20.6% |
| 1Y | +96.5% | +19.2% | +77.3% | +27.0% |
| All | +96.5% | +19.5% | +77.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling