+6,466.5%
STT vs VMC
+3,595.0%
+2,871.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +1.9% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -2.3% | +18.6% | -20.9% | -10.6% |
| 3M | -7.0% | +2.0% | -9.0% | -8.4% |
| 6M | +15.5% | +2.6% | +12.9% | +12.4% |
| YTD | +35.6% | +2.3% | +33.3% | +30.9% |
| 1Y | +47.9% | +1.7% | +46.2% | +43.0% |
| 3Y | +181.1% | +41.7% | +139.4% | +126.0% |
| 5Y | +108.2% | +46.6% | +61.6% | +63.4% |
| 10Y | +201.0% | +140.3% | +60.7% | +71.7% |
| All | +6,466.5% | +3,595.0% | +2,871.5% | +1,004.6% |
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