+96.5%
STM vs VO
+16.3%
+80.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -6.9% | -8.2% |
| 7D | -6.0% | +1.0% | -7.0% | -8.3% |
| 30D | -20.9% | +2.6% | -23.6% | -25.9% |
| 3M | -15.8% | -0.3% | -15.5% | -14.7% |
| 6M | -17.0% | +7.6% | -24.6% | -28.9% |
| YTD | +76.8% | +14.7% | +62.1% | +34.5% |
| 1Y | +96.5% | +16.4% | +80.1% | +45.6% |
| All | +96.5% | +16.3% | +80.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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