+644.6%
STM vs VTR
+100.2%
+544.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | -1.1% | -1.8% | +0.8% | -0.5% |
| 30D | -7.8% | +4.0% | -11.8% | -9.0% |
| 3M | -28.2% | +7.8% | -36.0% | -30.6% |
| 6M | +52.0% | +6.4% | +45.6% | +47.1% |
| YTD | +96.4% | +18.3% | +78.1% | +83.6% |
| 1Y | +98.8% | +33.9% | +64.9% | +78.0% |
| 3Y | +18.3% | +134.3% | -116.0% | -13.4% |
| 5Y | +17.7% | +90.3% | -72.6% | -8.8% |
| All | +644.6% | +100.2% | +544.4% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling