+365.4%
STM vs VIG
+623.5%
-258.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.6% |
| 7D | +5.8% | -0.4% | +6.2% | +6.5% |
| 30D | -1.0% | -1.0% | 0.0% | +0.4% |
| 3M | -33.3% | +2.8% | -36.0% | -35.8% |
| 6M | +57.4% | +8.2% | +49.2% | +41.1% |
| YTD | +102.2% | +11.0% | +91.2% | +74.9% |
| 1Y | +99.6% | +16.1% | +83.5% | +61.4% |
| 3Y | +14.5% | +56.2% | -41.6% | -39.1% |
| 5Y | +21.4% | +63.0% | -41.6% | -37.4% |
| 10Y | +695.0% | +241.4% | +453.5% | +43.3% |
| All | +365.4% | +623.5% | -258.2% | -70.9% |
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 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