+778.9%
VLO vs STRL
+3,816.9%
-3,038.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +6.8% | +23.4% | -16.7% | +2.7% |
| 30D | -17.9% | -39.5% | +21.7% | -11.2% |
| 3M | +13.5% | -45.1% | +58.6% | +24.2% |
| 6M | +53.0% | -64.6% | +117.6% | +77.2% |
| YTD | +133.7% | -1.5% | +135.2% | +107.6% |
| 1Y | +115.7% | -20.8% | +136.4% | +99.9% |
| 3Y | +231.9% | +353.1% | -121.2% | +76.3% |
| 5Y | +471.6% | +942.9% | -471.3% | +120.6% |
| All | +778.9% | +3,816.9% | -3,038.0% | +118.5% |
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