-40.3%
STKE vs VT
+83.5%
-123.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +2.3% |
| 7D | -5.6% | -0.7% | -4.9% | -4.7% |
| 30D | -17.0% | -1.7% | -15.3% | -14.4% |
| 3M | +9.3% | -2.3% | +11.7% | +14.5% |
| 6M | -42.4% | +1.5% | -43.9% | -42.7% |
| YTD | -23.5% | +12.0% | -35.6% | -32.3% |
| 1Y | -61.4% | +12.9% | -74.3% | -65.9% |
| 3Y | +115.1% | +74.9% | +40.1% | +48.5% |
| 5Y | -24.6% | +59.9% | -84.5% | -30.8% |
| All | -40.3% | +83.5% | -123.8% | -61.8% |
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