-62.7%
STLN vs VT
+127.6%
-190.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -46.0% | +0.2% | -46.2% | -46.2% |
| 7D | -44.6% | -2.3% | -42.2% | -43.2% |
| 30D | -43.7% | -5.0% | -38.7% | -40.6% |
| 3M | -27.5% | -4.9% | -22.6% | -23.4% |
| 6M | -4.7% | -1.5% | -3.2% | -3.1% |
| YTD | +1.7% | +8.5% | -6.8% | -6.0% |
| 1Y | -5.0% | +11.4% | -16.4% | -14.4% |
| 3Y | +112.9% | +70.1% | +42.9% | +34.4% |
| 5Y | -63.7% | +53.7% | -117.5% | -76.2% |
| All | -62.7% | +127.6% | -190.3% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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