+97.0%
STM vs VSH
+103.4%
-6.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | -1.7% |
| 7D | +1.4% | +12.8% | -11.3% | -5.9% |
| 30D | -8.4% | -9.0% | +0.7% | -4.1% |
| 3M | -15.8% | -12.2% | -3.6% | -10.4% |
| 6M | -22.8% | -15.9% | -6.9% | -15.6% |
| YTD | +79.4% | +103.2% | -23.9% | +14.4% |
| 1Y | +97.0% | +108.4% | -11.5% | +22.6% |
| All | +97.0% | +103.4% | -6.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling