+21.0%
STM vs VSH
+64.7%
-43.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.6% | -1.0% |
| 7D | +5.8% | +4.1% | +1.7% | +3.1% |
| 30D | -1.0% | -4.2% | +3.2% | +1.4% |
| 3M | -33.3% | -50.0% | +16.7% | +1.5% |
| 6M | +57.4% | +80.2% | -22.8% | +0.7% |
| YTD | +102.2% | +121.1% | -18.9% | +10.8% |
| 1Y | +99.6% | +112.0% | -12.4% | +11.1% |
| 3Y | +14.5% | +22.5% | -8.0% | -8.6% |
| All | +21.0% | +64.7% | -43.7% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling