+227.0%
STM vs VO
+827.2%
-600.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +5.8% | -0.3% | +6.1% | +6.2% |
| 30D | -1.0% | -0.3% | -0.7% | -0.5% |
| 3M | -33.3% | +2.9% | -36.2% | -35.1% |
| 6M | +57.4% | +9.3% | +48.0% | +42.8% |
| YTD | +102.2% | +14.2% | +88.0% | +74.0% |
| 1Y | +99.6% | +15.3% | +84.3% | +70.1% |
| 3Y | +14.5% | +56.2% | -41.7% | -32.1% |
| 5Y | +21.4% | +42.4% | -21.1% | -16.4% |
| 10Y | +695.0% | +194.7% | +500.2% | +138.9% |
| All | +227.0% | +827.2% | -600.3% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling