+612.6%
STM vs VST
+1,175.7%
-563.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | +0.9% |
| 7D | +5.8% | +8.9% | -3.1% | +3.4% |
| 30D | -1.0% | +6.2% | -7.2% | -2.7% |
| 3M | -33.3% | -2.7% | -30.5% | -32.7% |
| 6M | +57.4% | -8.4% | +65.7% | +60.5% |
| YTD | +102.2% | -7.2% | +109.4% | +104.5% |
| 1Y | +99.6% | -20.9% | +120.5% | +107.9% |
| 3Y | +14.5% | +384.0% | -369.5% | -38.5% |
| 5Y | +21.4% | +757.1% | -735.7% | -46.9% |
| All | +612.6% | +1,175.7% | -563.1% | +176.0% |
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