+21.0%
STM vs VUG
+76.6%
-55.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.5% |
| 7D | +5.8% | -0.1% | +5.9% | +5.9% |
| 30D | -1.0% | -0.3% | -0.7% | -0.5% |
| 3M | -33.3% | -0.7% | -32.6% | -31.4% |
| 6M | +57.4% | +14.6% | +42.7% | +35.4% |
| YTD | +102.2% | +9.0% | +93.2% | +85.7% |
| 1Y | +99.6% | +14.9% | +84.7% | +71.5% |
| 3Y | +14.5% | +86.0% | -71.5% | -45.2% |
| All | +21.0% | +76.6% | -55.7% | -37.1% |
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