+21.1%
STM vs VWO
+35.7%
-14.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.4% |
| 30D | -5.2% | +0.9% | -6.0% | -6.4% |
| 3M | -29.6% | +4.3% | -33.9% | -32.6% |
| 6M | +54.4% | +10.5% | +43.8% | +37.2% |
| YTD | +99.5% | +13.4% | +86.2% | +71.9% |
| 1Y | +100.8% | +18.6% | +82.2% | +62.2% |
| 3Y | +20.2% | +65.8% | -45.6% | -38.1% |
| 5Y | +21.1% | +35.2% | -14.1% | -21.8% |
| All | +21.1% | +35.7% | -14.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling