+252.7%
STLA vs VYM
+634.5%
-381.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -2.4% | -1.3% | -1.1% | -0.7% |
| 3M | -23.9% | +4.1% | -27.9% | -27.5% |
| 6M | -24.6% | +9.8% | -34.4% | -32.8% |
| YTD | -50.5% | +15.3% | -65.8% | -58.9% |
| 1Y | -39.8% | +20.0% | -59.9% | -52.2% |
| 3Y | -65.6% | +66.2% | -131.9% | -81.2% |
| 5Y | -62.1% | +77.5% | -139.6% | -80.3% |
| 10Y | +47.8% | +201.7% | -153.9% | -54.0% |
| All | +252.7% | +634.5% | -381.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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