+657.6%
STM vs VO
+192.5%
+465.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | +5.2% | +0.6% | +4.6% | +4.2% |
| 30D | -7.4% | -1.1% | -6.3% | -5.8% |
| 3M | -30.6% | +4.5% | -35.2% | -34.5% |
| 6M | +66.4% | +11.1% | +55.3% | +45.6% |
| YTD | +101.1% | +13.5% | +87.6% | +71.2% |
| 1Y | +97.4% | +14.5% | +82.9% | +66.3% |
| 3Y | +21.1% | +58.1% | -37.0% | -33.9% |
| 5Y | +22.5% | +43.3% | -20.8% | -21.0% |
| 10Y | +657.6% | +193.2% | +464.4% | +105.2% |
| All | +657.6% | +192.5% | +465.1% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling