+471.4%
STM vs VTR
+1,485.3%
-1,013.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +12.0% | +0.2% | +11.8% | +12.0% |
| 30D | -0.4% | +5.5% | -5.8% | -2.1% |
| 3M | -13.2% | -0.9% | -12.3% | -13.3% |
| 6M | -26.1% | -0.4% | -25.7% | -27.1% |
| YTD | +81.2% | +17.0% | +64.2% | +70.6% |
| 1Y | +98.3% | +18.0% | +80.4% | +86.2% |
| 3Y | +16.7% | +127.4% | -110.6% | -10.2% |
| 5Y | -4.8% | +92.3% | -97.1% | -23.7% |
| 10Y | +468.8% | +129.6% | +339.2% | +294.8% |
| All | +471.4% | +1,485.3% | -1,013.9% | +164.6% |
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