+420.0%
VLO vs STLA
-70.1%
+490.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -13.3% | -4.5% | -8.8% | -12.8% |
| 30D | -18.3% | -3.9% | -14.4% | -18.0% |
| 3M | +14.3% | -20.2% | +34.5% | +17.6% |
| 6M | +47.6% | -42.2% | +89.8% | +59.2% |
| YTD | +116.0% | -59.3% | +175.3% | +146.8% |
| 1Y | +101.0% | -56.1% | +157.1% | +124.6% |
| 3Y | +199.0% | -73.7% | +272.7% | +259.6% |
| All | +420.0% | -70.1% | +490.0% | +503.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling