+560.5%
VLO vs STZ
-33.3%
+593.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +5.2% | -1.9% | +7.1% | +5.6% |
| 30D | +22.6% | -1.9% | +24.5% | +22.8% |
| 3M | +43.8% | -6.2% | +50.0% | +45.0% |
| 6M | +65.7% | -14.0% | +79.8% | +69.5% |
| YTD | +131.1% | -5.1% | +136.2% | +129.4% |
| 1Y | +143.6% | -9.6% | +153.2% | +144.4% |
| 3Y | +201.4% | -47.2% | +248.6% | +245.0% |
| All | +560.5% | -33.3% | +593.8% | +572.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling