+202.4%
VLO vs STT
+207.1%
-4.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | +22.6% | +3.9% | +18.7% | +20.7% |
| 3M | +43.8% | +20.0% | +23.8% | +33.2% |
| 6M | +65.7% | +55.3% | +10.4% | +35.8% |
| YTD | +131.1% | +53.3% | +77.8% | +89.6% |
| 1Y | +143.6% | +74.7% | +68.9% | +86.2% |
| All | +202.4% | +207.1% | -4.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling