+392.6%
STM vs VST
+1,112.0%
-719.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.6% | -6.1% | +1.4% |
| 7D | -10.7% | -9.8% | -0.9% | -8.1% |
| 30D | -25.7% | -25.1% | -0.6% | -19.4% |
| 3M | -21.6% | -11.6% | -10.0% | -18.9% |
| 6M | -27.8% | -20.9% | -6.9% | -23.0% |
| YTD | +61.8% | -22.3% | +84.1% | +71.8% |
| 1Y | +78.1% | -32.0% | +110.1% | +94.9% |
| 3Y | +4.9% | +262.4% | -257.5% | -38.9% |
| 5Y | -14.3% | +563.4% | -577.6% | -59.8% |
| All | +392.6% | +1,112.0% | -719.4% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling