+21.0%
STM vs VLO
+567.8%
-546.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +5.2% | +0.6% | +4.6% |
| 30D | -1.0% | +22.6% | -23.6% | -5.6% |
| 3M | -33.3% | +43.8% | -77.0% | -38.6% |
| 6M | +57.4% | +65.7% | -8.4% | +38.6% |
| YTD | +102.2% | +131.1% | -28.9% | +62.7% |
| 1Y | +99.6% | +143.6% | -44.0% | +57.1% |
| 3Y | +14.5% | +201.4% | -186.9% | -16.9% |
| All | +21.0% | +567.8% | -546.8% | -20.6% |
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