+21.0%
STM vs VST
+761.6%
-740.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +1.0% |
| 7D | +5.8% | +8.9% | -3.1% | +3.5% |
| 30D | -1.0% | +6.2% | -7.2% | -2.5% |
| 3M | -33.3% | -2.7% | -30.5% | -32.8% |
| 6M | +57.4% | -8.4% | +65.7% | +60.2% |
| YTD | +102.2% | -7.2% | +109.4% | +104.4% |
| 1Y | +99.6% | -20.9% | +120.5% | +107.0% |
| 3Y | +14.5% | +384.0% | -369.5% | -39.5% |
| All | +21.0% | +761.6% | -740.6% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling