+99.6%
STM vs VTV
+27.0%
+72.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.5% |
| 7D | +5.8% | +0.5% | +5.3% | +4.4% |
| 30D | -1.0% | +1.1% | -2.1% | -4.0% |
| 3M | -33.3% | +5.9% | -39.1% | -42.6% |
| 6M | +57.4% | +11.6% | +45.7% | +18.8% |
| YTD | +102.2% | +19.8% | +82.4% | +34.8% |
| 1Y | +99.6% | +26.2% | +73.4% | +24.1% |
| All | +99.6% | +27.0% | +72.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling