-71.0%
STNE vs VT
+158.7%
-229.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | -0.2% |
| 7D | -3.1% | -2.3% | -0.8% | +1.1% |
| 30D | -34.8% | -5.0% | -29.8% | -28.6% |
| 3M | -32.2% | -4.9% | -27.3% | -25.8% |
| 6M | -33.9% | -1.5% | -32.4% | -32.7% |
| YTD | -38.5% | +8.5% | -47.0% | -47.4% |
| 1Y | -51.8% | +11.4% | -63.2% | -60.7% |
| 3Y | -15.0% | +70.1% | -85.0% | -70.3% |
| 5Y | -70.0% | +53.7% | -123.8% | -85.7% |
| All | -71.0% | +158.7% | -229.8% | -94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling