+422.5%
STM vs VMC
+146.3%
+276.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.5% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -14.4% | +18.6% | -33.0% | -21.7% |
| 3M | -20.5% | +2.0% | -22.5% | -21.5% |
| 6M | -24.5% | +2.6% | -27.1% | -26.4% |
| YTD | +72.7% | +2.3% | +70.4% | +67.9% |
| 1Y | +91.0% | +1.7% | +89.3% | +86.2% |
| 3Y | +13.5% | +41.7% | -28.2% | -8.3% |
| 5Y | -9.2% | +46.6% | -55.8% | -28.9% |
| 10Y | +422.5% | +140.3% | +282.3% | +206.7% |
| All | +422.5% | +146.3% | +276.3% | +206.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling