+148.5%
VLO vs SAP
-19.9%
+168.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.2% |
| 7D | +5.8% | -0.3% | +6.0% | +5.8% |
| 30D | +28.3% | +2.6% | +25.8% | +28.4% |
| 3M | +48.7% | +16.3% | +32.5% | +49.6% |
| 6M | +71.9% | +6.4% | +65.5% | +72.9% |
| YTD | +138.7% | -11.4% | +150.1% | +142.8% |
| 1Y | +148.5% | -20.4% | +168.9% | +158.8% |
| All | +148.5% | -19.9% | +168.4% | +158.8% |
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 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