-15.7%
STM vs VMC
+42.5%
-58.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | -10.7% | +0.5% | -11.3% | -11.1% |
| 30D | -25.7% | +15.8% | -41.5% | -32.3% |
| 3M | -21.6% | +0.6% | -22.1% | -22.1% |
| 6M | -27.8% | -4.0% | -23.8% | -27.1% |
| YTD | +61.8% | -0.3% | +62.1% | +57.9% |
| 1Y | +78.1% | -0.5% | +78.6% | +73.9% |
| 3Y | +4.9% | +39.6% | -34.7% | -22.8% |
| All | -15.7% | +42.5% | -58.2% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling