+16.7%
STM vs VLO
+236.1%
-219.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +12.0% | +9.6% | +2.4% | +9.9% |
| 30D | -0.4% | -17.4% | +17.0% | +3.2% |
| 3M | -13.2% | +10.8% | -23.9% | -16.2% |
| 6M | -26.1% | +56.9% | -83.0% | -34.6% |
| YTD | +81.2% | +136.8% | -55.6% | +38.4% |
| 1Y | +98.3% | +120.7% | -22.4% | +55.0% |
| 3Y | +16.7% | +231.9% | -215.2% | -26.2% |
| All | +16.7% | +236.1% | -219.4% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling