-4.5%
STM vs VTV
+78.5%
-83.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +1.6% |
| 7D | +1.4% | -0.4% | +1.9% | +2.8% |
| 30D | -8.4% | +3.9% | -12.2% | -14.2% |
| 3M | -15.8% | +2.6% | -18.4% | -19.4% |
| 6M | -22.8% | +11.5% | -34.4% | -36.0% |
| YTD | +79.4% | +22.3% | +57.1% | +28.4% |
| 1Y | +97.0% | +24.5% | +72.5% | +36.9% |
| 3Y | +14.2% | +78.8% | -64.6% | -55.4% |
| 5Y | -4.5% | +78.6% | -83.1% | -61.2% |
| All | -4.5% | +78.5% | -83.0% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling