+35,889.1%
VLO vs SAN
+2,116.5%
+33,772.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +5.2% | +1.8% | +3.4% | +4.5% |
| 30D | +22.6% | +2.0% | +20.6% | +21.7% |
| 3M | +43.8% | +19.7% | +24.0% | +33.6% |
| 6M | +65.7% | +30.6% | +35.1% | +46.5% |
| YTD | +131.1% | +28.8% | +102.3% | +103.3% |
| 1Y | +143.6% | +57.8% | +85.9% | +97.7% |
| 3Y | +201.4% | +338.1% | -136.7% | +60.6% |
| 5Y | +568.9% | +384.2% | +184.7% | +229.1% |
| 10Y | +891.8% | +353.1% | +538.7% | +388.9% |
| All | +35,889.1% | +2,116.5% | +33,772.6% | +11,904.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling