+4.9%
STM vs VSH
+6.8%
-1.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +1.0% |
| 7D | -10.7% | -12.9% | +2.2% | -3.2% |
| 30D | -25.7% | -36.9% | +11.1% | -3.0% |
| 3M | -21.6% | -28.8% | +7.2% | -5.0% |
| 6M | -27.8% | -30.3% | +2.5% | -13.7% |
| YTD | +61.8% | +62.4% | -0.6% | +14.8% |
| 1Y | +78.1% | +62.5% | +15.6% | +26.0% |
| 3Y | +4.9% | +7.4% | -2.5% | -8.4% |
| All | +4.9% | +6.8% | -1.9% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling