+120.6%
VLO vs STLA
-53.0%
+173.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.5% | -5.3% |
| 7D | -6.0% | -0.6% | -5.3% | -5.9% |
| 30D | -12.9% | +3.6% | -16.4% | -12.4% |
| 3M | +18.3% | -20.6% | +39.0% | +14.6% |
| 6M | +46.4% | -34.3% | +80.8% | +38.4% |
| YTD | +127.7% | -57.3% | +185.0% | +115.8% |
| 1Y | +120.6% | -52.6% | +173.3% | +106.8% |
| All | +120.6% | -53.0% | +173.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling