+3,936.2%
VLO vs STLA
+189.2%
+3,747.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -6.5% | -6.4% | -0.1% | -5.2% |
| 30D | -17.8% | -1.3% | -16.4% | -17.9% |
| 3M | +19.6% | -19.9% | +39.5% | +24.7% |
| 6M | +49.3% | -42.9% | +92.2% | +67.1% |
| YTD | +122.4% | -59.4% | +181.8% | +164.6% |
| 1Y | +107.4% | -56.8% | +164.3% | +142.1% |
| 3Y | +223.1% | -73.1% | +296.1% | +308.9% |
| 5Y | +432.2% | -70.1% | +502.3% | +536.9% |
| 10Y | +743.6% | +19.8% | +723.9% | +654.5% |
| All | +3,936.2% | +189.2% | +3,747.0% | +3,527.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling