+7,325.6%
STT vs VMC
+3,246.6%
+4,079.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.3% |
| 7D | +0.5% | -4.3% | +4.8% | +2.7% |
| 30D | +3.9% | -8.2% | +12.1% | +8.3% |
| 3M | +20.0% | -7.0% | +27.0% | +23.3% |
| 6M | +55.3% | -10.8% | +66.1% | +62.4% |
| YTD | +53.3% | -7.4% | +60.7% | +56.1% |
| 1Y | +74.7% | -9.5% | +84.2% | +79.6% |
| 3Y | +205.8% | +20.5% | +185.4% | +167.0% |
| 5Y | +145.0% | +51.6% | +93.4% | +89.5% |
| 10Y | +266.0% | +150.0% | +116.0% | +104.2% |
| All | +7,325.6% | +3,246.6% | +4,079.0% | +1,217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling