+19.6%
STM vs VNQ
+30.9%
-11.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | 0.0% |
| 7D | +1.7% | -0.9% | +2.5% | +2.4% |
| 30D | -5.2% | -2.2% | -2.9% | -3.6% |
| 3M | -29.6% | -1.9% | -27.7% | -29.4% |
| 6M | +54.4% | +3.2% | +51.1% | +47.1% |
| YTD | +99.5% | +9.4% | +90.1% | +79.7% |
| 1Y | +100.8% | +7.5% | +93.2% | +83.7% |
| All | +19.6% | +30.9% | -11.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 3y: compounded portfolio wealth divided by compounded VNQ 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…
3y analysis · Full analysis span regression · 6 months rolling