+143.6%
VLO vs STRL
+76.3%
+67.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | 0.0% |
| 7D | +5.2% | +3.4% | +1.8% | +5.2% |
| 30D | +22.6% | -9.2% | +31.8% | +22.6% |
| 3M | +43.8% | -51.0% | +94.8% | +42.8% |
| 6M | +65.7% | +15.8% | +50.0% | +65.3% |
| YTD | +131.1% | +58.9% | +72.2% | +125.7% |
| 1Y | +143.6% | +68.5% | +75.1% | +143.8% |
| All | +143.6% | +76.3% | +67.4% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling