+22,073.5%
VLO vs STRL
+10,012.8%
+12,060.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.8% | -1.6% |
| 7D | -13.3% | -26.9% | +13.6% | -11.8% |
| 30D | -18.3% | -52.7% | +34.4% | -14.7% |
| 3M | +14.3% | -52.8% | +67.2% | +19.2% |
| 6M | +47.6% | -71.5% | +119.1% | +57.6% |
| YTD | +116.0% | -17.4% | +133.4% | +113.1% |
| 1Y | +101.0% | -35.0% | +136.0% | +100.9% |
| 3Y | +199.0% | +239.2% | -40.2% | +164.3% |
| 5Y | +419.0% | +830.2% | -411.1% | +328.1% |
| 10Y | +778.2% | +3,574.7% | -2,796.5% | +565.4% |
| All | +22,073.5% | +10,012.8% | +12,060.7% | +16,688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling