+148.5%
VLO vs STLA
-40.1%
+188.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +2.9% |
| 7D | +5.8% | +0.7% | +5.0% | +5.9% |
| 30D | +28.3% | -2.4% | +30.7% | +28.1% |
| 3M | +48.7% | -23.9% | +72.6% | +44.0% |
| 6M | +71.9% | -24.6% | +96.5% | +65.9% |
| YTD | +138.7% | -50.5% | +189.2% | +128.9% |
| 1Y | +148.5% | -39.8% | +188.3% | +144.2% |
| All | +148.5% | -40.1% | +188.6% | +144.2% |
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