+89.4%
STM vs VMC
+1.5%
+87.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.8% |
| 7D | -5.6% | +0.3% | -5.9% | -5.5% |
| 30D | -14.4% | +18.6% | -33.0% | -19.6% |
| 3M | -20.5% | +2.0% | -22.5% | -20.9% |
| 6M | -24.5% | +2.6% | -27.1% | -25.7% |
| YTD | +72.7% | +2.3% | +70.4% | +64.5% |
| All | +89.4% | +1.5% | +87.9% | +83.0% |
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