+4,094.3%
VLO vs STLA
+263.8%
+3,830.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +5.2% | +2.6% | +2.6% | +4.6% |
| 30D | +22.6% | -1.2% | +23.8% | +22.7% |
| 3M | +43.8% | -24.8% | +68.5% | +52.5% |
| 6M | +65.7% | -25.6% | +91.3% | +74.1% |
| YTD | +131.1% | -48.9% | +180.0% | +162.7% |
| 1Y | +143.6% | -38.8% | +182.4% | +160.7% |
| 3Y | +201.4% | -64.5% | +265.9% | +259.5% |
| 5Y | +568.9% | -62.4% | +631.3% | +664.5% |
| 10Y | +891.8% | +55.4% | +836.4% | +743.0% |
| All | +4,094.3% | +263.8% | +3,830.5% | +3,501.1% |
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