+231.9%
VLO vs SAP
+69.7%
+162.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +9.6% | +0.6% | +9.0% | +9.6% |
| 30D | -17.4% | +6.5% | -23.9% | -17.7% |
| 3M | +10.8% | +12.2% | -1.5% | +10.0% |
| 6M | +56.9% | +46.1% | +10.9% | +52.8% |
| YTD | +136.8% | -1.6% | +138.4% | +140.4% |
| 1Y | +120.7% | -5.1% | +125.8% | +125.3% |
| 3Y | +231.9% | +68.4% | +163.6% | +189.8% |
| All | +231.9% | +69.7% | +162.2% | +189.8% |
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 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