+754.3%
VLO vs STRL
+4,073.8%
-3,319.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.8% |
| 7D | -0.4% | +7.1% | -7.6% | -1.9% |
| 30D | -16.6% | -39.4% | +22.8% | -9.8% |
| 3M | +12.3% | -43.0% | +55.3% | +22.0% |
| 6M | +47.8% | -65.0% | +112.8% | +71.6% |
| YTD | +126.7% | -0.8% | +127.5% | +101.1% |
| 1Y | +105.4% | -20.3% | +125.7% | +90.2% |
| 3Y | +222.0% | +356.5% | -134.5% | +70.8% |
| 5Y | +449.8% | +952.8% | -503.0% | +111.8% |
| 10Y | +754.3% | +3,877.1% | -3,122.8% | +111.2% |
| All | +754.3% | +4,073.8% | -3,319.4% | +111.2% |
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