+18.6%
SNOW vs VLO
+857.9%
-839.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.3% |
| 7D | +3.7% | -0.4% | +4.1% | +3.7% |
| 30D | -16.4% | -16.6% | +0.2% | -14.5% |
| 3M | -9.9% | +12.3% | -22.1% | -11.6% |
| 6M | +98.8% | +47.8% | +51.0% | +87.7% |
| YTD | +37.3% | +126.7% | -89.4% | +22.0% |
| 1Y | +11.0% | +105.4% | -94.3% | 0.0% |
| 3Y | +87.8% | +222.0% | -134.2% | +58.4% |
| 5Y | -18.4% | +449.8% | -468.2% | -32.5% |
| All | +18.6% | +857.9% | -839.3% | +21.5% |
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