+537.6%
STM vs VTR
+1,499.7%
-962.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | +5.8% | -1.7% | +7.5% | +6.3% |
| 30D | -1.0% | -2.4% | +1.4% | -0.4% |
| 3M | -33.3% | +14.8% | -48.0% | -36.5% |
| 6M | +57.4% | +5.3% | +52.0% | +53.4% |
| YTD | +102.2% | +18.1% | +84.1% | +90.6% |
| 1Y | +99.6% | +36.7% | +62.9% | +80.1% |
| 3Y | +14.5% | +130.1% | -115.6% | -11.9% |
| 5Y | +21.4% | +89.5% | -68.1% | -2.1% |
| 10Y | +695.0% | +87.4% | +607.6% | +484.1% |
| All | +537.6% | +1,499.7% | -962.1% | +195.7% |
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 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