+98.3%
STM vs VO
+14.1%
+84.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | +12.0% | +3.1% | +8.9% | +3.4% |
| 30D | -0.4% | +2.2% | -2.6% | -5.0% |
| 3M | -13.2% | -2.5% | -10.7% | -5.8% |
| 6M | -26.1% | +7.0% | -33.0% | -35.5% |
| YTD | +81.2% | +14.0% | +67.2% | +39.3% |
| 1Y | +98.3% | +15.6% | +82.7% | +48.5% |
| All | +98.3% | +14.1% | +84.2% | +48.5% |
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