+143.6%
VLO vs SAP
-19.8%
+163.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +5.2% | -2.9% | +8.1% | +5.1% |
| 30D | +22.6% | +9.0% | +13.6% | +22.8% |
| 3M | +43.8% | +14.9% | +28.8% | +44.7% |
| 6M | +65.7% | +11.9% | +53.8% | +66.7% |
| YTD | +131.1% | -9.9% | +141.0% | +135.1% |
| 1Y | +143.6% | -19.5% | +163.2% | +154.0% |
| All | +143.6% | -19.8% | +163.4% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling