+851.2%
STM vs VOO
+795.4%
+55.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.9% |
| 7D | -7.9% | -0.6% | -7.3% | -6.6% |
| 30D | -14.1% | -3.6% | -10.5% | -8.0% |
| 3M | -17.6% | -2.7% | -14.9% | -12.9% |
| 6M | -24.2% | +2.2% | -26.5% | -24.5% |
| YTD | +73.3% | +10.9% | +62.4% | +53.4% |
| 1Y | +90.1% | +11.3% | +78.8% | +67.4% |
| 3Y | +10.3% | +76.9% | -66.6% | -51.5% |
| 5Y | -5.7% | +73.5% | -79.2% | -55.8% |
| 10Y | +444.1% | +307.7% | +136.4% | -30.6% |
| All | +851.2% | +795.4% | +55.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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