+29.6%
SNOW vs VLO
+928.3%
-898.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -2.4% | +5.3% | -7.7% | -3.1% |
| 30D | -1.0% | +18.2% | -19.2% | -3.2% |
| 3M | +36.9% | +53.3% | -16.5% | +28.9% |
| 6M | +83.4% | +70.4% | +12.9% | +70.0% |
| YTD | +50.0% | +143.4% | -93.4% | +32.5% |
| 1Y | +46.5% | +153.0% | -106.5% | +28.7% |
| 3Y | +93.3% | +195.0% | -101.6% | +64.3% |
| 5Y | +3.3% | +618.8% | -615.5% | -15.0% |
| All | +29.6% | +928.3% | -898.7% | +31.9% |
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 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