+52.9%
SOXX vs VLO
+80.0%
-27.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.9% |
| 7D | +3.0% | +4.0% | -0.9% | +3.7% |
| 30D | -3.1% | +19.0% | -22.1% | -0.1% |
| 3M | -4.4% | +50.0% | -54.4% | +4.3% |
| 6M | +52.9% | +79.1% | -26.2% | +80.6% |
| All | +52.9% | +80.0% | -27.1% | +80.6% |
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