+227.0%
STM vs VTV
+721.7%
-494.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.2% |
| 7D | +5.8% | +0.5% | +5.3% | +5.1% |
| 30D | -1.0% | +1.1% | -2.1% | -2.5% |
| 3M | -33.3% | +5.9% | -39.1% | -37.9% |
| 6M | +57.4% | +11.6% | +45.7% | +37.9% |
| YTD | +102.2% | +19.8% | +82.4% | +61.8% |
| 1Y | +99.6% | +26.2% | +73.4% | +49.4% |
| 3Y | +14.5% | +68.5% | -53.9% | -39.4% |
| 5Y | +21.4% | +79.9% | -58.5% | -39.4% |
| 10Y | +695.0% | +229.7% | +465.3% | +92.5% |
| All | +227.0% | +721.7% | -494.7% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling