+22.5%
STM vs VTR
+91.4%
-68.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +5.2% | -2.4% | +7.6% | +6.0% |
| 30D | -7.4% | -3.7% | -3.6% | -6.4% |
| 3M | -30.6% | +13.5% | -44.2% | -34.8% |
| 6M | +66.4% | +7.2% | +59.2% | +59.8% |
| YTD | +101.1% | +17.6% | +83.6% | +86.0% |
| 1Y | +97.4% | +35.4% | +62.0% | +71.5% |
| 3Y | +21.1% | +132.8% | -111.7% | -20.5% |
| 5Y | +22.5% | +88.7% | -66.2% | -14.7% |
| All | +22.5% | +91.4% | -68.9% | -14.7% |
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 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