+89.4%
STM vs VIG
+17.0%
+72.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.3% | +0.8% |
| 7D | -5.6% | +0.4% | -6.0% | -6.0% |
| 30D | -14.4% | +4.3% | -18.7% | -22.8% |
| 3M | -20.5% | +2.0% | -22.5% | -24.1% |
| 6M | -24.5% | +10.2% | -34.7% | -41.2% |
| YTD | +72.7% | +14.8% | +57.9% | +22.6% |
| All | +89.4% | +17.0% | +72.4% | +29.9% |
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