+195.5%
VLO vs SAN
+358.9%
-163.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +5.2% | +1.8% | +3.4% | +5.1% |
| 30D | +22.6% | +2.0% | +20.6% | +22.5% |
| 3M | +43.8% | +19.7% | +24.0% | +42.2% |
| 6M | +65.7% | +30.6% | +35.1% | +61.9% |
| YTD | +131.1% | +28.8% | +102.3% | +124.2% |
| 1Y | +143.6% | +57.8% | +85.9% | +124.8% |
| All | +195.5% | +358.9% | -163.5% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling