+94.8%
SNOW vs VLO
+195.4%
-100.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +8.4% | +6.2% | +2.1% | +7.0% |
| 30D | -1.0% | +23.5% | -24.5% | -5.3% |
| 3M | +38.3% | +53.9% | -15.5% | +26.2% |
| 6M | +81.3% | +81.7% | -0.4% | +59.3% |
| YTD | +51.1% | +142.5% | -91.4% | +24.6% |
| 1Y | +47.0% | +145.4% | -98.5% | +20.6% |
| All | +94.8% | +195.4% | -100.6% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling