+96.5%
STM vs VST
-35.7%
+132.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.8% | +7.8% | -0.2% |
| 7D | -6.0% | -15.7% | +9.7% | +0.8% |
| 30D | -20.9% | -17.0% | -4.0% | -14.7% |
| 3M | -15.8% | -15.9% | +0.1% | -9.6% |
| 6M | -17.0% | -25.0% | +7.9% | -7.7% |
| YTD | +76.8% | -25.1% | +101.9% | +95.3% |
| 1Y | +96.5% | -34.9% | +131.4% | +118.7% |
| All | +96.5% | -35.7% | +132.2% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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