+420.0%
VLO vs STT
+100.0%
+320.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -13.3% | -2.5% | -10.8% | -12.5% |
| 30D | -18.3% | -5.0% | -13.4% | -16.9% |
| 3M | +14.3% | -10.5% | +24.8% | +18.9% |
| 6M | +47.6% | +10.0% | +37.6% | +41.0% |
| YTD | +116.0% | +30.7% | +85.3% | +90.6% |
| 1Y | +101.0% | +43.8% | +57.2% | +70.2% |
| 3Y | +199.0% | +168.1% | +30.9% | +92.9% |
| All | +420.0% | +100.0% | +320.0% | +255.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling