-73.3%
STSM price history and return analytics
+18.6%
-91.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | -1.0% |
| 7D | -9.3% | -0.1% | -9.2% | -9.9% |
| 30D | -8.8% | -0.7% | -8.2% | -11.1% |
| 3M | -18.0% | +4.0% | -22.0% | +2.6% |
| 6M | -53.0% | +12.3% | -65.3% | -16.8% |
| YTD | -67.1% | +14.0% | -81.2% | -36.6% |
| All | -73.3% | +18.6% | -91.8% | -39.9% |
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