+22.1%
STM vs VTV
+80.7%
-58.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.9% |
| 7D | +5.2% | +0.3% | +4.9% | +4.6% |
| 30D | -7.4% | +0.1% | -7.5% | -7.7% |
| 3M | -30.6% | +6.2% | -36.8% | -37.6% |
| 6M | +66.4% | +13.5% | +52.9% | +35.2% |
| YTD | +101.1% | +18.9% | +82.3% | +51.6% |
| 1Y | +97.4% | +25.8% | +71.6% | +35.4% |
| 3Y | +21.1% | +68.7% | -47.6% | -47.3% |
| All | +22.1% | +80.7% | -58.6% | -49.0% |
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