+98.8%
STM vs VTR
+35.8%
+63.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.2% |
| 7D | -1.1% | -1.8% | +0.8% | -1.6% |
| 30D | -7.8% | +4.0% | -11.8% | -6.5% |
| 3M | -28.2% | +7.8% | -36.0% | -27.7% |
| 6M | +52.0% | +6.4% | +45.6% | +55.1% |
| YTD | +96.4% | +18.3% | +78.1% | +102.7% |
| 1Y | +98.8% | +33.9% | +64.9% | +101.9% |
| All | +98.8% | +35.8% | +63.1% | +101.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling