+19,187.8%
VLO vs SAP
+2,233.8%
+16,954.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +5.2% | -2.9% | +8.1% | +5.9% |
| 30D | +22.6% | +9.0% | +13.6% | +19.9% |
| 3M | +43.8% | +14.9% | +28.8% | +37.9% |
| 6M | +65.7% | +11.9% | +53.8% | +59.0% |
| YTD | +131.1% | -9.9% | +141.0% | +132.2% |
| 1Y | +143.6% | -19.5% | +163.2% | +151.4% |
| 3Y | +201.4% | +61.8% | +139.6% | +156.9% |
| 5Y | +568.9% | +56.2% | +512.7% | +464.9% |
| 10Y | +891.8% | +180.6% | +711.2% | +625.1% |
| All | +19,187.8% | +2,233.8% | +16,954.0% | +11,895.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling