+743.6%
VLO vs SAP
+228.4%
+515.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.4% |
| 7D | -6.5% | +1.6% | -8.1% | -7.1% |
| 30D | -17.8% | +10.5% | -28.3% | -20.5% |
| 3M | +19.6% | +15.2% | +4.4% | +13.8% |
| 6M | +49.3% | +36.7% | +12.6% | +32.7% |
| YTD | +122.4% | -0.6% | +123.0% | +118.2% |
| 1Y | +107.4% | -4.1% | +111.6% | +106.4% |
| 3Y | +223.1% | +73.2% | +149.8% | +140.2% |
| 5Y | +432.2% | +74.1% | +358.1% | +286.0% |
| 10Y | +743.6% | +222.9% | +520.7% | +307.2% |
| All | +743.6% | +228.4% | +515.3% | +307.2% |
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