+47.6%
VLO vs STZ
-4.7%
+52.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.6% |
| 7D | -13.3% | +4.9% | -18.2% | -12.8% |
| 30D | -18.3% | +20.9% | -39.2% | -16.5% |
| 3M | +14.3% | +8.0% | +6.4% | +14.7% |
| 6M | +47.6% | -5.3% | +52.9% | +46.6% |
| All | +47.6% | -4.7% | +52.3% | +46.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling