+297.5%
STM vs VIG
+648.1%
-350.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.3% | +3.0% |
| 7D | -5.6% | +0.4% | -6.0% | -5.9% |
| 30D | -14.4% | +4.3% | -18.7% | -19.7% |
| 3M | -20.5% | +2.0% | -22.5% | -22.8% |
| 6M | -24.5% | +10.2% | -34.7% | -34.5% |
| YTD | +72.7% | +14.8% | +57.9% | +42.2% |
| 1Y | +91.0% | +17.5% | +73.6% | +52.0% |
| 3Y | +13.5% | +67.4% | -53.9% | -45.6% |
| 5Y | -9.2% | +63.4% | -72.6% | -53.3% |
| 10Y | +422.5% | +259.9% | +162.6% | -12.9% |
| All | +297.5% | +648.1% | -350.6% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling