+17,925.0%
VLO vs SAP
+2,432.7%
+15,492.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.4% |
| 7D | -13.3% | -0.7% | -12.6% | -13.3% |
| 30D | -18.3% | +11.1% | -29.4% | -20.5% |
| 3M | +14.3% | +17.0% | -2.7% | +9.7% |
| 6M | +47.6% | +34.8% | +12.8% | +35.7% |
| YTD | +116.0% | -2.2% | +118.2% | +112.2% |
| 1Y | +101.0% | -6.4% | +107.5% | +99.6% |
| 3Y | +199.0% | +75.1% | +123.9% | +149.7% |
| 5Y | +419.0% | +69.8% | +349.2% | +328.9% |
| 10Y | +778.2% | +219.8% | +558.3% | +520.9% |
| All | +17,925.0% | +2,432.7% | +15,492.3% | +10,862.1% |
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