+97.4%
STM vs VLO
+149.2%
-51.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.3% |
| 7D | +5.2% | +5.8% | -0.6% | +5.6% |
| 30D | -7.4% | +28.3% | -35.7% | -5.8% |
| 3M | -30.6% | +48.7% | -79.4% | -28.1% |
| 6M | +66.4% | +71.9% | -5.5% | +75.6% |
| YTD | +101.1% | +138.7% | -37.5% | +121.0% |
| 1Y | +97.4% | +148.5% | -51.1% | +126.1% |
| All | +97.4% | +149.2% | -51.9% | +126.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling