+99.6%
STM vs VWO
+23.1%
+76.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +0.4% |
| 7D | +5.8% | +1.1% | +4.7% | +3.5% |
| 30D | -1.0% | +2.4% | -3.4% | -5.5% |
| 3M | -33.3% | +2.0% | -35.3% | -34.6% |
| 6M | +57.4% | +10.7% | +46.7% | +36.0% |
| YTD | +102.2% | +14.4% | +87.8% | +67.5% |
| 1Y | +99.6% | +22.7% | +76.9% | +57.0% |
| All | +99.6% | +23.1% | +76.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling