-62.1%
STLA vs VIG
+63.6%
-125.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -1.9% |
| 7D | +0.7% | -0.4% | +1.2% | +1.4% |
| 30D | -2.4% | -2.1% | -0.3% | +0.9% |
| 3M | -23.9% | +3.3% | -27.2% | -27.5% |
| 6M | -24.6% | +9.3% | -33.9% | -33.9% |
| YTD | -50.5% | +10.1% | -60.6% | -57.6% |
| 1Y | -39.8% | +14.7% | -54.6% | -51.4% |
| 3Y | -65.6% | +56.9% | -122.6% | -82.3% |
| 5Y | -62.1% | +62.9% | -125.0% | -81.1% |
| All | -62.1% | +63.6% | -125.7% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling