-5.5%
STM vs VLTO
+54.1%
-59.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.4% | -12.0% | -12.3% |
| 7D | -20.1% | +12.0% | -32.1% | -23.0% |
| 30D | -32.0% | +20.8% | -52.8% | -36.3% |
| 3M | -24.2% | +20.1% | -44.3% | -29.0% |
| 6M | -29.9% | +32.6% | -62.6% | -38.3% |
| YTD | +54.9% | +17.3% | +37.6% | +46.2% |
| 1Y | +68.0% | +17.3% | +50.7% | +58.2% |
| 3Y | -0.1% | +66.9% | -67.0% | -20.3% |
| All | -5.5% | +54.1% | -59.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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