+655.9%
STM vs VWO
+117.1%
+538.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.5% |
| 7D | -1.4% | -1.8% | +0.4% | +1.2% |
| 30D | -4.9% | -0.1% | -4.8% | -4.7% |
| 3M | -34.0% | +2.2% | -36.2% | -34.9% |
| 6M | +51.8% | +8.8% | +43.1% | +39.3% |
| YTD | +99.4% | +12.4% | +87.0% | +75.7% |
| 1Y | +99.1% | +15.6% | +83.5% | +69.0% |
| 3Y | +19.5% | +62.5% | -43.1% | -34.7% |
| 5Y | +19.5% | +34.3% | -14.8% | -14.6% |
| All | +655.9% | +117.1% | +538.8% | +232.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling