+266.4%
STT vs VMC
+146.8%
+119.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.6% |
| 7D | +1.0% | -5.3% | +6.3% | +3.6% |
| 30D | +2.8% | -12.3% | +15.1% | +9.4% |
| 3M | +18.1% | -10.3% | +28.4% | +23.4% |
| 6M | +59.2% | -8.6% | +67.8% | +64.2% |
| YTD | +51.5% | -11.9% | +63.3% | +57.7% |
| 1Y | +75.7% | -13.9% | +89.6% | +84.8% |
| 3Y | +200.8% | +18.2% | +182.6% | +163.7% |
| 5Y | +155.8% | +47.7% | +108.0% | +98.3% |
| 10Y | +266.4% | +152.5% | +113.9% | +122.7% |
| All | +266.4% | +146.8% | +119.6% | +122.7% |
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