+52.0%
STT vs VMC
+3.7%
+48.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.3% |
| 7D | -0.1% | +12.3% | -12.4% | -2.2% |
| 30D | -1.7% | +21.2% | -22.9% | -5.2% |
| 3M | -6.4% | +4.6% | -11.0% | -7.3% |
| 6M | +17.7% | +3.9% | +13.8% | +16.2% |
| YTD | +36.9% | +5.0% | +31.9% | +30.1% |
| 1Y | +52.0% | +2.6% | +49.4% | +46.1% |
| All | +52.0% | +3.7% | +48.3% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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