+322.5%
VOO vs STM
+656.4%
-333.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -0.4% | +1.7% | -2.0% | -0.8% |
| 30D | -1.4% | -5.2% | +3.8% | -0.2% |
| 3M | +3.7% | -29.6% | +33.3% | +11.5% |
| 6M | +13.0% | +54.4% | -41.3% | -3.2% |
| YTD | +12.4% | +99.5% | -87.1% | -11.0% |
| 1Y | +18.6% | +100.8% | -82.2% | -7.0% |
| 3Y | +78.1% | +20.2% | +57.9% | +53.6% |
| 5Y | +82.3% | +21.1% | +61.1% | +51.3% |
| 10Y | +322.5% | +664.5% | -342.0% | +132.8% |
| All | +322.5% | +656.4% | -333.9% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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