+900.2%
VLO vs SAP
+173.6%
+726.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.8% |
| 7D | +5.8% | -0.3% | +6.0% | +5.8% |
| 30D | +28.3% | +2.6% | +25.8% | +27.0% |
| 3M | +48.7% | +16.3% | +32.5% | +40.2% |
| 6M | +71.9% | +6.4% | +65.5% | +65.8% |
| YTD | +138.7% | -11.4% | +150.1% | +143.7% |
| 1Y | +148.5% | -20.4% | +168.9% | +163.9% |
| 3Y | +192.7% | +56.5% | +136.2% | +124.0% |
| 5Y | +601.6% | +56.8% | +544.8% | +423.5% |
| 10Y | +900.2% | +176.2% | +724.0% | +404.8% |
| All | +900.2% | +173.6% | +726.6% | +404.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling