+661.5%
STM vs VLO
+885.7%
-224.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +5.2% | +0.6% | +4.1% |
| 30D | -1.0% | +22.6% | -23.6% | -7.4% |
| 3M | -33.3% | +43.8% | -77.0% | -40.8% |
| 6M | +57.4% | +65.7% | -8.4% | +31.7% |
| YTD | +102.2% | +131.1% | -28.9% | +50.5% |
| 1Y | +99.6% | +143.6% | -44.0% | +44.6% |
| 3Y | +14.5% | +201.4% | -186.9% | -24.8% |
| 5Y | +21.4% | +568.9% | -547.5% | -43.3% |
| All | +661.5% | +885.7% | -224.2% | +224.0% |
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