-70.2%
STNE vs VT
+165.6%
-235.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -0.5% |
| 7D | +3.1% | +2.9% | +0.2% | -2.3% |
| 30D | -34.6% | -2.5% | -32.1% | -31.8% |
| 3M | -22.8% | -3.3% | -19.5% | -18.0% |
| 6M | -25.6% | +1.5% | -27.2% | -28.5% |
| YTD | -36.8% | +11.4% | -48.2% | -48.5% |
| 1Y | -46.8% | +11.9% | -58.7% | -57.0% |
| 3Y | -12.8% | +73.9% | -86.7% | -70.8% |
| 5Y | -69.1% | +57.9% | -127.0% | -86.0% |
| All | -70.2% | +165.6% | -235.8% | -94.5% |
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