+1,972.8%
STX vs VLO
+790.8%
+1,182.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.4% |
| 7D | +14.6% | +9.6% | +5.0% | +11.9% |
| 30D | -26.0% | -17.4% | -8.6% | -22.1% |
| 3M | -42.6% | +10.8% | -53.4% | -44.4% |
| 6M | -35.3% | +56.9% | -92.2% | -43.0% |
| YTD | +92.5% | +136.8% | -44.3% | +48.7% |
| 1Y | +102.4% | +120.7% | -18.3% | +59.3% |
| 3Y | +673.8% | +231.9% | +441.9% | +430.7% |
| 5Y | +463.1% | +479.0% | -16.0% | +216.9% |
| All | +1,972.8% | +790.8% | +1,182.1% | +821.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling