+657.6%
STM vs VSH
+170.2%
+487.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.2% |
| 7D | +5.2% | +6.2% | -1.0% | +1.0% |
| 30D | -7.4% | -11.1% | +3.8% | -0.1% |
| 3M | -30.6% | -44.9% | +14.3% | 0.0% |
| 6M | +66.4% | +90.0% | -23.6% | +0.6% |
| YTD | +101.1% | +118.8% | -17.7% | +8.4% |
| 1Y | +97.4% | +109.0% | -11.6% | +8.3% |
| 3Y | +21.1% | +35.6% | -14.5% | -15.0% |
| 5Y | +22.5% | +66.7% | -44.2% | -26.9% |
| 10Y | +657.6% | +167.9% | +489.7% | +216.1% |
| All | +657.6% | +170.2% | +487.4% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VSH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling