+194.0%
STT vs VMC
+125.2%
+68.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | +4.8% | -1.3% | +6.0% | +5.4% |
| 30D | +3.9% | +15.5% | -11.5% | -3.4% |
| 3M | -8.2% | +0.6% | -8.7% | -8.8% |
| 6M | +15.6% | +2.1% | +13.5% | +12.8% |
| YTD | +37.6% | -1.6% | +39.2% | +35.3% |
| 1Y | +50.1% | -1.2% | +51.3% | +47.2% |
| 3Y | +183.1% | +35.3% | +147.7% | +131.5% |
| 5Y | +104.8% | +43.6% | +61.2% | +60.0% |
| All | +194.0% | +125.2% | +68.7% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling