+388.8%
STEW price history and return analytics
+346.0%
+42.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | +1.0% | -2.3% | +3.4% | +2.9% |
| 30D | +7.3% | -5.0% | +12.3% | +11.6% |
| 3M | -0.3% | -4.9% | +4.6% | +3.5% |
| 6M | +7.0% | -1.5% | +8.5% | +7.8% |
| YTD | +4.3% | +8.5% | -4.2% | -3.0% |
| 1Y | +9.9% | +11.4% | -1.4% | +0.1% |
| 3Y | +60.1% | +70.1% | -10.0% | +3.1% |
| 5Y | +65.9% | +53.7% | +12.2% | +15.1% |
| 10Y | +237.8% | +220.0% | +17.8% | +29.9% |
| All | +388.8% | +346.0% | +42.8% | +30.6% |
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