-15.7%
STM vs VUG
+57.0%
-72.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.2% |
| 7D | -10.7% | -3.4% | -7.3% | -6.1% |
| 30D | -25.7% | -11.1% | -14.6% | -12.3% |
| 3M | -21.6% | -7.2% | -14.3% | -12.3% |
| 6M | -27.8% | -4.1% | -23.7% | -21.1% |
| YTD | +61.8% | +1.4% | +60.4% | +65.5% |
| 1Y | +78.1% | +1.9% | +76.2% | +80.9% |
| 3Y | +4.9% | +77.7% | -72.8% | -45.7% |
| All | -15.7% | +57.0% | -72.8% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling