+168.9%
STLA vs VIG
+670.2%
-501.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -4.5% |
| 7D | -11.6% | -0.3% | -11.3% | -11.3% |
| 30D | -6.2% | +4.9% | -11.1% | -11.4% |
| 3M | -24.6% | +2.9% | -27.5% | -27.0% |
| 6M | -44.9% | +11.2% | -56.1% | -51.4% |
| YTD | -62.3% | +16.0% | -78.2% | -68.5% |
| 1Y | -61.8% | +17.0% | -78.8% | -68.4% |
| 3Y | -75.3% | +66.9% | -142.2% | -86.2% |
| 5Y | -72.5% | +65.8% | -138.3% | -84.2% |
| 10Y | +0.8% | +263.6% | -262.9% | -72.4% |
| All | +168.9% | +670.2% | -501.2% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling