-15.7%
STM vs VLO
+412.5%
-428.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | -10.7% | -13.3% | +2.6% | -8.0% |
| 30D | -25.7% | -18.3% | -7.4% | -22.9% |
| 3M | -21.6% | +14.3% | -35.9% | -24.9% |
| 6M | -27.8% | +47.6% | -75.4% | -34.9% |
| YTD | +61.8% | +116.0% | -54.2% | +30.0% |
| 1Y | +78.1% | +101.0% | -22.9% | +45.9% |
| 3Y | +4.9% | +199.0% | -194.1% | -25.1% |
| All | -15.7% | +412.5% | -428.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling