-72.4%
STSM price history and return analytics
+19.9%
-92.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -6.0% |
| 7D | -5.4% | +0.4% | -5.8% | -3.7% |
| 30D | -7.8% | +1.0% | -8.7% | -3.6% |
| 3M | -9.6% | +2.4% | -12.0% | +8.4% |
| 6M | -49.4% | +12.0% | -61.4% | -10.5% |
| YTD | -66.1% | +15.3% | -81.4% | -31.3% |
| All | -72.4% | +19.9% | -92.3% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling