"Stephen, Stephen" is a song by American rock band, The Apples in Stereo. The song made its debut on December 20, 2006 on the Comedy Central program "The Colbert Report" where it was performed by Apples frontman, Robert Schneider during Episode number 193.
The Apples in Stereo have never performed on "The Colbert Report".
Reason - it does not state that the band performed on the show, only the lead singer on this specific date; however, that doesn't mean the band has or has not performed ever on "The Colbert Report".