+1,808.6%
STM vs VMC
+2,803.8%
-995.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.9% |
| 7D | -10.7% | +0.5% | -11.3% | -11.0% |
| 30D | -25.7% | +15.8% | -41.5% | -31.0% |
| 3M | -21.6% | +0.6% | -22.1% | -22.1% |
| 6M | -27.8% | -4.0% | -23.8% | -27.3% |
| YTD | +61.8% | -0.3% | +62.1% | +59.5% |
| 1Y | +78.1% | -0.5% | +78.6% | +75.7% |
| 3Y | +4.9% | +39.6% | -34.7% | -13.2% |
| 5Y | -14.3% | +50.1% | -64.3% | -31.5% |
| 10Y | +414.1% | +163.9% | +250.1% | +193.4% |
| All | +1,808.6% | +2,803.8% | -995.2% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling