+32.8%
SNOW vs VLO
+876.4%
-843.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | +5.2% | -2.4% | +2.1% |
| 30D | +6.4% | +22.6% | -16.2% | +3.5% |
| 3M | +38.1% | +43.8% | -5.7% | +31.3% |
| 6M | +100.4% | +65.7% | +34.6% | +86.6% |
| YTD | +53.7% | +131.1% | -77.4% | +36.8% |
| 1Y | +52.0% | +143.6% | -91.7% | +34.2% |
| 3Y | +114.7% | +201.4% | -86.7% | +82.5% |
| 5Y | +8.8% | +568.9% | -560.1% | -9.8% |
| All | +32.8% | +876.4% | -843.6% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling