+657.6%
STM vs VUG
+408.5%
+249.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +5.2% | +0.9% | +4.3% | +4.0% |
| 30D | -7.4% | -1.4% | -5.9% | -5.5% |
| 3M | -30.6% | +2.3% | -33.0% | -31.7% |
| 6M | +66.4% | +15.7% | +50.7% | +40.4% |
| YTD | +101.1% | +8.6% | +92.5% | +85.1% |
| 1Y | +97.4% | +14.1% | +83.3% | +70.1% |
| 3Y | +21.1% | +87.9% | -66.8% | -45.6% |
| 5Y | +22.5% | +76.3% | -53.8% | -38.9% |
| 10Y | +657.6% | +409.7% | +247.9% | -9.4% |
| All | +657.6% | +408.5% | +249.1% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling