+445.9%
STM vs VST
+866.2%
-420.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -6.2% | -6.2% | -10.6% |
| 7D | -20.1% | -19.9% | -0.2% | -14.9% |
| 30D | -32.0% | -29.7% | -2.3% | -24.8% |
| 3M | -24.2% | -19.6% | -4.6% | -19.4% |
| 6M | -29.9% | -29.4% | -0.5% | -22.9% |
| YTD | +54.9% | -29.7% | +84.6% | +69.4% |
| 1Y | +68.0% | -40.0% | +108.0% | +90.5% |
| 3Y | -0.1% | +231.0% | -231.1% | -39.9% |
| 5Y | -17.9% | +500.1% | -518.0% | -60.0% |
| 10Y | +392.2% | +1,004.2% | -612.0% | +103.0% |
| All | +445.9% | +866.2% | -420.2% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling