+443.6%
STX vs VLO
+412.5%
+31.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -28.5% | -13.3% | -15.2% | -26.1% |
| 30D | -42.9% | -18.3% | -24.6% | -40.5% |
| 3M | -45.9% | +14.3% | -60.3% | -47.6% |
| 6M | -41.3% | +47.6% | -88.9% | -46.2% |
| YTD | +67.9% | +116.0% | -48.0% | +37.8% |
| 1Y | +66.5% | +101.0% | -34.5% | +39.2% |
| 3Y | +588.0% | +199.0% | +388.9% | +405.7% |
| All | +443.6% | +412.5% | +31.1% | +259.3% |
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