+120.6%
VLO vs STT
+53.6%
+67.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -7.9% | -5.8% |
| 7D | -6.0% | -0.1% | -5.9% | -5.9% |
| 30D | -12.9% | -1.7% | -11.2% | -12.8% |
| 3M | +18.3% | -6.4% | +24.7% | +18.7% |
| 6M | +46.4% | +17.7% | +28.8% | +45.6% |
| YTD | +127.7% | +36.9% | +90.9% | +116.8% |
| 1Y | +120.6% | +52.0% | +68.6% | +106.4% |
| All | +120.6% | +53.6% | +67.0% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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