+552.1%
STM vs VXUS
+179.6%
+372.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.0% |
| 7D | +5.8% | +1.0% | +4.8% | +4.1% |
| 30D | -1.0% | +2.2% | -3.2% | -4.3% |
| 3M | -33.3% | +3.0% | -36.2% | -34.7% |
| 6M | +57.4% | +10.7% | +46.7% | +38.2% |
| YTD | +102.2% | +17.8% | +84.3% | +61.0% |
| 1Y | +99.6% | +27.6% | +72.0% | +40.4% |
| 3Y | +14.5% | +73.3% | -58.8% | -48.7% |
| 5Y | +21.4% | +54.3% | -33.0% | -32.1% |
| 10Y | +695.0% | +149.8% | +545.1% | +136.0% |
| All | +552.1% | +179.6% | +372.5% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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