+657.6%
STM vs VIG
+240.3%
+417.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.8% |
| 7D | +5.2% | -0.4% | +5.6% | +5.9% |
| 30D | -7.4% | -2.1% | -5.3% | -4.3% |
| 3M | -30.6% | +3.3% | -34.0% | -34.1% |
| 6M | +66.4% | +9.3% | +57.1% | +46.2% |
| YTD | +101.1% | +10.1% | +91.0% | +75.3% |
| 1Y | +97.4% | +14.7% | +82.7% | +61.7% |
| 3Y | +21.1% | +56.9% | -35.8% | -36.8% |
| 5Y | +22.5% | +62.9% | -40.5% | -37.5% |
| 10Y | +657.6% | +241.3% | +416.3% | +50.0% |
| All | +657.6% | +240.3% | +417.3% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling