+50.9%
STLA vs VIG
+250.0%
-199.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.3% |
| 7D | -2.9% | -1.1% | -1.8% | -1.4% |
| 30D | +0.9% | -2.7% | +3.7% | +5.0% |
| 3M | -21.6% | +2.5% | -24.2% | -24.3% |
| 6M | -21.6% | +9.2% | -30.9% | -30.2% |
| YTD | -50.4% | +9.8% | -60.2% | -56.6% |
| 1Y | -43.6% | +12.4% | -56.0% | -52.0% |
| 3Y | -66.4% | +55.9% | -122.3% | -81.2% |
| 5Y | -62.3% | +63.9% | -126.3% | -79.8% |
| All | +50.9% | +250.0% | -199.1% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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