+190.0%
STM vs VTV
+738.5%
-548.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.1% |
| 7D | +1.4% | -0.4% | +1.9% | +2.5% |
| 30D | -8.4% | +3.9% | -12.2% | -12.7% |
| 3M | -15.8% | +2.6% | -18.4% | -18.4% |
| 6M | -22.8% | +11.5% | -34.4% | -32.7% |
| YTD | +79.4% | +22.3% | +57.1% | +40.1% |
| 1Y | +97.0% | +24.5% | +72.5% | +50.4% |
| 3Y | +14.2% | +78.8% | -64.6% | -44.0% |
| 5Y | -4.5% | +78.6% | -83.1% | -51.8% |
| 10Y | +463.1% | +231.8% | +231.2% | +35.4% |
| All | +190.0% | +738.5% | -548.5% | -77.9% |
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