+263.8%
STLA vs VIG
+637.2%
-373.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.8% |
| 7D | +2.6% | -0.4% | +3.0% | +3.1% |
| 30D | -1.2% | -1.0% | -0.3% | 0.0% |
| 3M | -24.8% | +2.8% | -27.5% | -27.1% |
| 6M | -25.6% | +8.2% | -33.8% | -32.0% |
| YTD | -48.9% | +11.0% | -60.0% | -55.2% |
| 1Y | -38.8% | +16.1% | -54.9% | -48.9% |
| 3Y | -64.5% | +56.2% | -120.7% | -78.6% |
| 5Y | -62.4% | +63.0% | -125.4% | -77.9% |
| 10Y | +55.4% | +241.4% | -186.0% | -54.4% |
| All | +263.8% | +637.2% | -373.4% | -27.2% |
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