+461.8%
STM vs VST
+1,153.0%
-691.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +16.3% | +19.2% | -2.9% | +10.5% |
| 30D | -6.3% | -17.2% | +10.9% | -1.1% |
| 3M | -14.1% | -8.1% | -6.0% | -12.1% |
| 6M | -19.6% | -8.1% | -11.4% | -17.6% |
| YTD | +80.1% | -16.3% | +96.4% | +87.3% |
| 1Y | +95.4% | -24.1% | +119.5% | +107.5% |
| 3Y | +14.7% | +300.2% | -285.5% | -35.2% |
| 5Y | -5.4% | +645.9% | -651.3% | -57.2% |
| All | +461.8% | +1,153.0% | -691.2% | +115.3% |
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