+900.2%
VLO vs STT
+264.2%
+636.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +4.0% |
| 7D | +5.8% | +2.2% | +3.6% | +4.4% |
| 30D | +28.3% | +3.9% | +24.4% | +25.3% |
| 3M | +48.7% | +19.2% | +29.6% | +33.1% |
| 6M | +71.9% | +60.4% | +11.5% | +26.9% |
| YTD | +138.7% | +51.5% | +87.2% | +81.6% |
| 1Y | +148.5% | +76.3% | +72.2% | +71.1% |
| 3Y | +192.7% | +200.7% | -8.1% | +40.5% |
| 5Y | +601.6% | +157.5% | +444.2% | +244.9% |
| 10Y | +900.2% | +262.0% | +638.2% | +253.1% |
| All | +900.2% | +264.2% | +636.0% | +253.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling