+3.6%
SNOW vs VLO
+619.0%
-615.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +8.4% | +6.2% | +2.1% | +7.1% |
| 30D | -1.0% | +23.5% | -24.5% | -5.1% |
| 3M | +38.3% | +53.9% | -15.5% | +26.6% |
| 6M | +81.3% | +81.7% | -0.4% | +60.0% |
| YTD | +51.1% | +142.5% | -91.4% | +25.4% |
| 1Y | +47.0% | +145.4% | -98.5% | +21.4% |
| 3Y | +99.7% | +197.3% | -97.6% | +55.2% |
| 5Y | +3.6% | +614.6% | -611.0% | -34.7% |
| All | +3.6% | +619.0% | -615.4% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling