+1,808.6%
STM vs VLO
+25,316.2%
-23,507.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.9% |
| 7D | -10.7% | -13.3% | +2.6% | -6.4% |
| 30D | -25.7% | -18.3% | -7.4% | -21.2% |
| 3M | -21.6% | +14.3% | -35.9% | -25.9% |
| 6M | -27.8% | +47.6% | -75.4% | -37.5% |
| YTD | +61.8% | +116.0% | -54.2% | +21.4% |
| 1Y | +78.1% | +101.0% | -22.9% | +36.7% |
| 3Y | +4.9% | +199.0% | -194.1% | -31.3% |
| 5Y | -14.3% | +419.0% | -433.3% | -55.6% |
| 10Y | +414.1% | +778.2% | -364.1% | +104.0% |
| All | +1,808.6% | +25,316.2% | -23,507.5% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling