+148.5%
VLO vs STZ
-16.0%
+164.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +8.9% | +2.7% |
| 7D | +5.8% | -7.4% | +13.1% | +5.0% |
| 30D | +28.3% | -10.9% | +39.2% | +27.1% |
| 3M | +48.7% | -13.4% | +62.2% | +47.3% |
| 6M | +71.9% | -16.2% | +88.1% | +69.9% |
| YTD | +138.7% | -10.4% | +149.1% | +134.2% |
| 1Y | +148.5% | -14.8% | +163.2% | +140.1% |
| All | +148.5% | -16.0% | +164.4% | +140.1% |
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