+717.1%
VLO vs SAN
+255.1%
+462.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -9.5% | +10.8% | -20.3% | -13.7% |
| 30D | -19.1% | -5.7% | -13.4% | -17.6% |
| 3M | +11.4% | -13.4% | +24.8% | +17.4% |
| 6M | +46.7% | +3.5% | +43.2% | +40.9% |
| YTD | +118.6% | +9.7% | +108.9% | +97.4% |
| 1Y | +99.9% | +20.9% | +79.0% | +71.4% |
| 3Y | +210.5% | +254.3% | -43.8% | +43.1% |
| 5Y | +432.7% | +304.2% | +128.5% | +111.4% |
| 10Y | +717.1% | +260.2% | +456.9% | +199.6% |
| All | +717.1% | +255.1% | +462.0% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling