+231.9%
VLO vs STRL
+341.0%
-109.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.4% |
| 7D | +9.6% | +15.7% | -6.0% | +8.8% |
| 30D | -17.4% | -35.5% | +18.1% | -16.2% |
| 3M | +10.8% | -47.1% | +57.9% | +13.0% |
| 6M | +56.9% | -65.8% | +122.7% | +61.9% |
| YTD | +136.8% | -4.5% | +141.3% | +127.3% |
| 1Y | +120.7% | -10.5% | +131.1% | +112.6% |
| 3Y | +231.9% | +340.6% | -108.7% | +170.8% |
| All | +231.9% | +341.0% | -109.1% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling