+148.5%
VLO vs STRL
+73.8%
+74.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | 0.0% | +3.3% |
| 7D | +5.8% | +10.1% | -4.3% | +5.8% |
| 30D | +28.3% | -8.2% | +36.5% | +28.3% |
| 3M | +48.7% | -43.7% | +92.4% | +47.9% |
| 6M | +71.9% | +27.1% | +44.8% | +70.7% |
| YTD | +138.7% | +64.0% | +74.7% | +133.1% |
| 1Y | +148.5% | +75.2% | +73.3% | +147.1% |
| All | +148.5% | +73.8% | +74.7% | +147.1% |
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