+99.6%
STM vs VST
-20.6%
+120.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +0.7% |
| 7D | +5.8% | +8.9% | -3.1% | +2.8% |
| 30D | -1.0% | +6.2% | -7.2% | -3.0% |
| 3M | -33.3% | -2.7% | -30.5% | -32.8% |
| 6M | +57.4% | -8.4% | +65.7% | +59.8% |
| YTD | +102.2% | -7.2% | +109.4% | +104.1% |
| 1Y | +99.6% | -20.9% | +120.5% | +108.5% |
| All | +99.6% | -20.6% | +120.2% | +108.5% |
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