+446.6%
STM vs VTR
+1,510.6%
-1,064.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.7% |
| 3M | -17.6% | -1.2% | -16.5% | -17.8% |
| 6M | -24.2% | +4.8% | -29.0% | -26.4% |
| YTD | +73.3% | +18.9% | +54.4% | +62.5% |
| 1Y | +90.1% | +21.8% | +68.3% | +76.9% |
| 3Y | +10.3% | +132.0% | -121.6% | -15.6% |
| 5Y | -5.7% | +94.7% | -100.4% | -24.6% |
| 10Y | +444.1% | +136.8% | +307.3% | +274.4% |
| All | +446.6% | +1,510.6% | -1,064.1% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling