+900.2%
VLO vs STLA
+48.0%
+852.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +4.2% |
| 7D | +5.8% | +0.7% | +5.0% | +5.4% |
| 30D | +28.3% | -2.4% | +30.7% | +28.8% |
| 3M | +48.7% | -23.9% | +72.6% | +60.5% |
| 6M | +71.9% | -24.6% | +96.5% | +82.6% |
| YTD | +138.7% | -50.5% | +189.2% | +187.6% |
| 1Y | +148.5% | -39.8% | +188.3% | +172.1% |
| 3Y | +192.7% | -65.6% | +258.3% | +275.7% |
| 5Y | +601.6% | -62.1% | +663.7% | +720.5% |
| 10Y | +900.2% | +47.8% | +852.4% | +610.9% |
| All | +900.2% | +48.0% | +852.2% | +610.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling