+382.4%
STEW price history and return analytics
+374.2%
+8.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.3% | +0.4% | -0.8% | -0.7% |
| 30D | -1.4% | +1.0% | -2.4% | -2.2% |
| 3M | +7.7% | +2.4% | +5.3% | +5.3% |
| 6M | +6.4% | +12.0% | -5.6% | -3.3% |
| YTD | +2.9% | +15.3% | -12.4% | -8.7% |
| 1Y | +3.7% | +22.6% | -18.9% | -12.5% |
| 3Y | +52.4% | +74.7% | -22.2% | -3.7% |
| 5Y | +61.5% | +66.1% | -4.6% | +5.5% |
| 10Y | +216.4% | +225.0% | -8.6% | +20.2% |
| All | +382.4% | +374.2% | +8.2% | +23.0% |
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