+389.4%
STM vs VSH
+101.2%
+288.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +0.6% |
| 7D | -10.7% | -12.9% | +2.2% | -2.2% |
| 30D | -25.7% | -36.9% | +11.1% | +0.3% |
| 3M | -21.6% | -28.8% | +7.2% | -3.0% |
| 6M | -27.8% | -30.3% | +2.5% | -13.6% |
| YTD | +61.8% | +62.4% | -0.6% | +5.2% |
| 1Y | +78.1% | +62.5% | +15.6% | +15.3% |
| 3Y | +4.9% | +7.4% | -2.5% | -15.5% |
| 5Y | -14.3% | +25.4% | -39.7% | -38.7% |
| All | +389.4% | +101.2% | +288.3% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling