+9.5%
SNOW vs VLO
+120.8%
-111.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.8% |
| 7D | -14.5% | -6.0% | -8.6% | -13.8% |
| 30D | -14.3% | -12.9% | -1.4% | -13.0% |
| 3M | -8.3% | +18.3% | -26.6% | -11.9% |
| 6M | +101.5% | +46.4% | +55.1% | +86.0% |
| YTD | +32.5% | +127.7% | -95.3% | +14.9% |
| 1Y | +9.5% | +120.6% | -111.1% | -3.9% |
| All | +9.5% | +120.8% | -111.3% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling