+20.3%
SGOV vs VLO
+636.9%
-616.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | 0.0% | +5.3% | -5.3% | +0.1% |
| 30D | +0.3% | +18.2% | -17.9% | +0.3% |
| 3M | +0.9% | +53.3% | -52.4% | +0.9% |
| 6M | +1.8% | +70.4% | -68.6% | +1.9% |
| YTD | +2.5% | +143.4% | -140.8% | +2.5% |
| 1Y | +3.8% | +153.0% | -149.2% | +3.8% |
| 3Y | +14.4% | +195.0% | -180.6% | +14.4% |
| 5Y | +20.2% | +618.8% | -598.6% | +20.2% |
| All | +20.3% | +636.9% | -616.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling