-62.9%
STSM vs VT
+12.5%
-75.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.3% | -4.1% | +25.4% | +4.3% |
| 7D | +42.8% | -4.2% | +47.0% | +22.3% |
| 30D | +74.0% | -5.8% | +79.8% | +40.4% |
| 3M | +23.9% | -5.2% | +29.1% | +3.4% |
| 6M | -8.5% | +0.1% | -8.7% | +3.8% |
| YTD | -54.5% | +8.2% | -62.7% | -26.2% |
| All | -62.9% | +12.5% | -75.5% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling