+195.5%
VLO vs SAP
+60.5%
+135.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +5.2% | -2.9% | +8.1% | +5.4% |
| 30D | +22.6% | +9.0% | +13.6% | +21.9% |
| 3M | +43.8% | +14.9% | +28.8% | +42.7% |
| 6M | +65.7% | +11.9% | +53.8% | +64.7% |
| YTD | +131.1% | -9.9% | +141.0% | +135.4% |
| 1Y | +143.6% | -19.5% | +163.2% | +152.7% |
| All | +195.5% | +60.5% | +135.0% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling