+161.6%
STM vs VO
+797.8%
-636.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.6% |
| 7D | -10.7% | -2.6% | -8.2% | -7.3% |
| 30D | -25.7% | -0.9% | -24.8% | -24.4% |
| 3M | -21.6% | -3.0% | -18.6% | -17.7% |
| 6M | -27.8% | +2.2% | -30.0% | -28.5% |
| YTD | +61.8% | +10.6% | +51.2% | +46.2% |
| 1Y | +78.1% | +12.5% | +65.6% | +57.5% |
| 3Y | +4.9% | +61.4% | -56.5% | -39.9% |
| 5Y | -14.3% | +33.4% | -47.7% | -35.4% |
| 10Y | +414.1% | +201.5% | +212.5% | +51.8% |
| All | +161.6% | +797.8% | -636.2% | -77.4% |
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