-22.8%
STM vs VTV
+11.5%
-34.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +0.9% |
| 7D | +1.4% | -0.4% | +1.9% | +3.1% |
| 30D | -8.4% | +3.9% | -12.2% | -16.0% |
| 3M | -15.8% | +2.6% | -18.4% | -20.0% |
| 6M | -22.8% | +11.5% | -34.4% | -50.5% |
| All | -22.8% | +11.5% | -34.4% | -50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling