+200.7%
STT vs VMC
+22.8%
+177.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +3.9% | -9.1% | +13.0% | +7.4% |
| 3M | +19.2% | -4.1% | +23.3% | +19.9% |
| 6M | +60.4% | -5.5% | +65.9% | +61.9% |
| YTD | +51.5% | -8.9% | +60.4% | +53.3% |
| 1Y | +76.3% | -12.9% | +89.2% | +81.9% |
| 3Y | +200.7% | +22.1% | +178.6% | +169.7% |
| All | +200.7% | +22.8% | +177.9% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling