+98.8%
STM vs VWO
+16.1%
+82.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | +1.6% |
| 7D | -1.1% | -1.7% | +0.7% | +2.5% |
| 30D | -7.8% | -0.3% | -7.5% | -7.2% |
| 3M | -28.2% | +4.0% | -32.2% | -31.6% |
| 6M | +52.0% | +8.1% | +43.9% | +37.7% |
| YTD | +96.4% | +11.6% | +84.8% | +70.4% |
| 1Y | +98.8% | +16.2% | +82.6% | +61.3% |
| All | +98.8% | +16.1% | +82.7% | +61.3% |
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