+231.9%
VLO vs STLA
-77.1%
+309.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +9.6% | -13.8% | +23.4% | +10.8% |
| 30D | -17.4% | -10.5% | -6.9% | -16.9% |
| 3M | +10.8% | -28.9% | +39.6% | +13.4% |
| 6M | +56.9% | -49.7% | +106.7% | +65.8% |
| YTD | +136.8% | -64.9% | +201.7% | +162.8% |
| 1Y | +120.7% | -64.0% | +184.7% | +142.9% |
| 3Y | +231.9% | -77.4% | +309.3% | +265.7% |
| All | +231.9% | -77.1% | +309.0% | +265.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling