+473.2%
VLO vs STRL
+906.9%
-433.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.6% |
| 7D | +9.6% | +15.7% | -6.0% | +8.3% |
| 30D | -17.4% | -35.5% | +18.1% | -14.9% |
| 3M | +10.8% | -47.1% | +57.9% | +15.5% |
| 6M | +56.9% | -65.8% | +122.7% | +67.7% |
| YTD | +136.8% | -4.5% | +141.3% | +121.9% |
| 1Y | +120.7% | -10.5% | +131.1% | +108.0% |
| 3Y | +231.9% | +340.6% | -108.7% | +124.6% |
| All | +473.2% | +906.9% | -433.6% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling