+97.0%
STM vs VO
+15.0%
+82.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.7% |
| 30D | -8.4% | +2.0% | -10.4% | -12.1% |
| 3M | -15.8% | -0.3% | -15.5% | -14.1% |
| 6M | -22.8% | +7.3% | -30.1% | -33.2% |
| YTD | +79.4% | +15.0% | +64.4% | +36.0% |
| 1Y | +97.0% | +14.7% | +82.3% | +50.0% |
| All | +97.0% | +15.0% | +82.0% | +50.0% |
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