+422.5%
STM vs VLO
+791.1%
-368.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.8% |
| 7D | -5.6% | -6.5% | +0.9% | -3.4% |
| 30D | -14.4% | -17.8% | +3.3% | -9.5% |
| 3M | -20.5% | +19.6% | -40.1% | -25.8% |
| 6M | -24.5% | +49.3% | -73.8% | -34.7% |
| YTD | +72.7% | +122.4% | -49.7% | +28.5% |
| 1Y | +91.0% | +107.4% | -16.4% | +45.3% |
| 3Y | +13.5% | +223.1% | -209.5% | -28.0% |
| 5Y | -9.2% | +432.2% | -441.4% | -54.3% |
| 10Y | +422.5% | +743.6% | -321.1% | +126.8% |
| All | +422.5% | +791.1% | -368.5% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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