+120.6%
VLO vs STZ
+14.7%
+105.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.3% | -11.1% | -5.3% |
| 7D | -6.0% | +13.0% | -18.9% | -5.2% |
| 30D | -12.9% | +29.4% | -42.3% | -11.1% |
| 3M | +18.3% | +11.6% | +6.7% | +19.1% |
| 6M | +46.4% | -0.2% | +46.7% | +46.8% |
| YTD | +127.7% | +8.6% | +119.2% | +122.8% |
| 1Y | +120.6% | +15.9% | +104.7% | +118.7% |
| All | +120.6% | +14.7% | +105.9% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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