+120.6%
VLO vs STRL
-30.1%
+150.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -21.5% | +15.7% | -5.4% |
| 7D | -6.0% | -27.1% | +21.1% | -5.7% |
| 30D | -12.9% | -45.8% | +32.9% | -12.7% |
| 3M | +18.3% | -47.6% | +66.0% | +18.5% |
| 6M | +46.4% | -46.4% | +92.9% | +46.6% |
| YTD | +127.7% | -7.4% | +135.1% | +124.6% |
| 1Y | +120.6% | -25.9% | +146.5% | +121.3% |
| All | +120.6% | -30.1% | +150.7% | +121.3% |
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