+97.4%
STM vs VUG
+14.2%
+83.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.2% |
| 7D | +5.2% | +0.9% | +4.3% | +3.5% |
| 30D | -7.4% | -1.4% | -5.9% | -4.9% |
| 3M | -30.6% | +2.3% | -33.0% | -32.4% |
| 6M | +66.4% | +15.7% | +50.7% | +35.8% |
| YTD | +101.1% | +8.6% | +92.5% | +78.3% |
| 1Y | +97.4% | +14.1% | +83.3% | +65.0% |
| All | +97.4% | +14.2% | +83.2% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VUG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling