+2,285.7%
STM vs VMC
+2,597.5%
-311.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.4% |
| 7D | +5.8% | -4.3% | +10.1% | +8.0% |
| 30D | -1.0% | -8.2% | +7.2% | +3.1% |
| 3M | -33.3% | -7.0% | -26.2% | -31.5% |
| 6M | +57.4% | -10.8% | +68.1% | +64.9% |
| YTD | +102.2% | -7.4% | +109.6% | +107.2% |
| 1Y | +99.6% | -9.5% | +109.1% | +106.4% |
| 3Y | +14.5% | +20.5% | -6.0% | +1.8% |
| 5Y | +21.4% | +51.6% | -30.2% | -3.3% |
| 10Y | +695.0% | +150.0% | +544.9% | +365.8% |
| All | +2,285.7% | +2,597.5% | -311.7% | +389.7% |
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 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