+324.4%
SNXX vs VLO
+73.3%
+251.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.3% |
| 7D | +27.3% | +6.2% | +21.1% | +25.3% |
| 30D | +89.3% | +23.5% | +65.8% | +81.0% |
| 3M | -29.6% | +53.9% | -83.4% | -30.6% |
| 6M | +324.4% | +81.7% | +242.8% | +372.7% |
| All | +324.4% | +73.3% | +251.1% | +372.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling