+656.4%
STM vs VTR
+97.8%
+558.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.7% | -2.9% | +4.6% | +2.5% |
| 30D | -5.2% | -2.8% | -2.4% | -4.5% |
| 3M | -29.6% | +9.0% | -38.6% | -32.2% |
| 6M | +54.4% | +5.0% | +49.4% | +50.1% |
| YTD | +99.5% | +16.9% | +82.6% | +87.2% |
| 1Y | +100.8% | +34.3% | +66.5% | +79.5% |
| 3Y | +20.2% | +131.6% | -111.4% | -11.7% |
| 5Y | +21.1% | +88.0% | -66.8% | -5.8% |
| All | +656.4% | +97.8% | +558.6% | +370.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling