+199.0%
VLO vs SAP
+75.3%
+123.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -1.2% |
| 7D | -13.3% | -0.7% | -12.6% | -13.3% |
| 30D | -18.3% | +11.1% | -29.4% | -18.8% |
| 3M | +14.3% | +17.0% | -2.7% | +13.3% |
| 6M | +47.6% | +34.8% | +12.8% | +44.6% |
| YTD | +116.0% | -2.2% | +118.2% | +119.3% |
| 1Y | +101.0% | -6.4% | +107.5% | +105.6% |
| 3Y | +199.0% | +75.1% | +123.9% | +164.2% |
| All | +199.0% | +75.3% | +123.7% | +164.2% |
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 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