+900.2%
VLO vs STRL
+7,463.3%
-6,563.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | 0.0% | +2.7% |
| 7D | +5.8% | +10.1% | -4.3% | +3.9% |
| 30D | +28.3% | -8.2% | +36.5% | +29.9% |
| 3M | +48.7% | -43.7% | +92.4% | +62.0% |
| 6M | +71.9% | +27.1% | +44.8% | +51.2% |
| YTD | +138.7% | +64.0% | +74.7% | +96.6% |
| 1Y | +148.5% | +75.2% | +73.3% | +97.5% |
| 3Y | +192.7% | +539.9% | -347.2% | +50.9% |
| 5Y | +601.6% | +2,133.0% | -1,531.4% | +133.9% |
| 10Y | +900.2% | +7,178.3% | -6,278.1% | +116.8% |
| All | +900.2% | +7,463.3% | -6,563.1% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling