+199.0%
VLO vs STLA
-74.0%
+273.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -13.3% | -4.5% | -8.8% | -13.0% |
| 30D | -18.3% | -3.9% | -14.4% | -18.1% |
| 3M | +14.3% | -20.2% | +34.5% | +16.2% |
| 6M | +47.6% | -42.2% | +89.8% | +54.4% |
| YTD | +116.0% | -59.3% | +175.3% | +137.3% |
| 1Y | +101.0% | -56.1% | +157.1% | +116.6% |
| 3Y | +199.0% | -73.7% | +272.7% | +215.8% |
| All | +199.0% | -74.0% | +273.1% | +215.8% |
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 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