-5.7%
STM vs VTR
+102.5%
-108.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -7.9% | +3.8% | -11.7% | -8.9% |
| 30D | -14.1% | +10.1% | -24.3% | -16.9% |
| 3M | -17.6% | -1.2% | -16.5% | -17.6% |
| 6M | -24.2% | +4.8% | -29.0% | -26.8% |
| YTD | +73.3% | +18.9% | +54.4% | +58.6% |
| 1Y | +90.1% | +21.8% | +68.3% | +71.8% |
| 3Y | +10.3% | +132.0% | -121.6% | -29.3% |
| 5Y | -5.7% | +94.7% | -100.4% | -36.0% |
| All | -5.7% | +102.5% | -108.2% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling