+601.6%
VLO vs SAN
+381.9%
+219.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.4% |
| 7D | +5.8% | +3.3% | +2.4% | +5.1% |
| 30D | +28.3% | +1.1% | +27.3% | +28.1% |
| 3M | +48.7% | +22.2% | +26.5% | +42.9% |
| 6M | +71.9% | +36.0% | +35.9% | +59.7% |
| YTD | +138.7% | +28.2% | +110.4% | +123.0% |
| 1Y | +148.5% | +54.1% | +94.3% | +120.0% |
| 3Y | +192.7% | +354.2% | -161.6% | +86.2% |
| 5Y | +601.6% | +387.3% | +214.3% | +316.1% |
| All | +601.6% | +381.9% | +219.7% | +316.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling