+102.4%
STM vs VIG
+14.7%
+87.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +1.5% |
| 7D | +5.2% | -0.4% | +5.6% | +6.3% |
| 30D | -7.4% | -2.1% | -5.3% | -2.4% |
| 3M | -30.6% | +3.3% | -34.0% | -36.9% |
| 6M | +66.4% | +9.3% | +57.1% | +33.4% |
| YTD | +101.1% | +10.1% | +91.0% | +59.8% |
| All | +102.4% | +14.7% | +87.7% | +51.8% |
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