+226.8%
SOXX vs VLO
+196.5%
+30.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +1.4% | +5.3% | -3.9% | +0.2% |
| 30D | -3.6% | +18.2% | -21.8% | -7.1% |
| 3M | -10.2% | +53.3% | -63.5% | -18.7% |
| 6M | +54.2% | +70.4% | -16.2% | +34.1% |
| YTD | +75.2% | +143.4% | -68.2% | +34.1% |
| 1Y | +107.5% | +153.0% | -45.5% | +55.8% |
| 3Y | +226.8% | +195.0% | +31.8% | +117.1% |
| All | +226.8% | +196.5% | +30.3% | +117.1% |
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