+99.6%
STM vs VMC
-8.5%
+108.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | +5.8% | -4.3% | +10.1% | +7.5% |
| 30D | -1.0% | -8.2% | +7.2% | +2.2% |
| 3M | -33.3% | -7.0% | -26.2% | -31.9% |
| 6M | +57.4% | -10.8% | +68.1% | +62.7% |
| YTD | +102.2% | -7.4% | +109.6% | +102.3% |
| 1Y | +99.6% | -9.5% | +109.1% | +100.6% |
| All | +99.6% | -8.5% | +108.1% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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