+1,808.6%
STM vs VSH
+253.6%
+1,555.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +1.4% |
| 7D | -10.7% | -12.9% | +2.2% | -4.0% |
| 30D | -25.7% | -36.9% | +11.1% | -5.7% |
| 3M | -21.6% | -28.8% | +7.2% | -6.9% |
| 6M | -27.8% | -30.3% | +2.5% | -15.3% |
| YTD | +61.8% | +62.4% | -0.6% | +20.4% |
| 1Y | +78.1% | +62.5% | +15.6% | +32.3% |
| 3Y | +4.9% | +7.4% | -2.5% | -7.1% |
| 5Y | -14.3% | +25.4% | -39.7% | -29.1% |
| 10Y | +414.1% | +102.6% | +311.4% | +233.9% |
| All | +1,808.6% | +253.6% | +1,555.0% | +668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling