-71.2%
STSM vs VT
+15.2%
-86.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.4% | -5.8% |
| 7D | -1.2% | -0.1% | -1.1% | +0.2% |
| 30D | +19.4% | -3.1% | +22.5% | +8.8% |
| 3M | -1.8% | -3.5% | +1.7% | -11.2% |
| 6M | -22.1% | +0.5% | -22.6% | -9.7% |
| YTD | -64.6% | +10.8% | -75.4% | -36.6% |
| All | -71.2% | +15.2% | -86.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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