+743.6%
VLO vs STT
+211.9%
+531.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +1.1% |
| 7D | -6.5% | +0.9% | -7.4% | -7.1% |
| 30D | -17.8% | -2.3% | -15.4% | -16.9% |
| 3M | +19.6% | -7.0% | +26.6% | +24.2% |
| 6M | +49.3% | +15.5% | +33.8% | +35.1% |
| YTD | +122.4% | +35.6% | +86.8% | +80.1% |
| 1Y | +107.4% | +47.9% | +59.6% | +58.9% |
| 3Y | +223.1% | +181.1% | +42.0% | +61.0% |
| 5Y | +432.2% | +108.2% | +324.0% | +201.6% |
| 10Y | +743.6% | +201.0% | +542.7% | +262.9% |
| All | +743.6% | +211.9% | +531.8% | +262.9% |
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