+227.0%
STM vs VUG
+1,251.8%
-1,024.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.3% |
| 6M | +57.4% | +14.6% | +42.7% | +34.0% |
| YTD | +102.2% | +9.0% | +93.2% | +84.8% |
| 1Y | +99.6% | +14.9% | +84.7% | +69.7% |
| 3Y | +14.5% | +86.0% | -71.5% | -49.0% |
| 5Y | +21.4% | +76.7% | -55.3% | -41.3% |
| 10Y | +695.0% | +411.3% | +283.7% | -7.6% |
| All | +227.0% | +1,251.8% | -1,024.8% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling