-94.2%
STIM price history and return analytics
+155.1%
-249.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.1% | -20.5% | -21.1% |
| 7D | -40.1% | -0.7% | -39.4% | -39.6% |
| 30D | -23.9% | -1.7% | -22.2% | -21.7% |
| 3M | -49.2% | -2.3% | -46.9% | -47.3% |
| 6M | +7.6% | +1.5% | +6.1% | +6.7% |
| YTD | +17.4% | +12.0% | +5.3% | +1.4% |
| 1Y | -26.4% | +12.9% | -39.2% | -36.6% |
| 3Y | +27.6% | +74.9% | -47.4% | -38.4% |
| 5Y | -69.7% | +59.9% | -129.6% | -83.2% |
| All | -94.2% | +155.1% | -249.3% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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