+938.9%
VLO vs SBAC
+78.4%
+860.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +6.2% | +0.2% | +6.1% | +6.2% |
| 30D | +23.5% | +3.9% | +19.6% | +22.8% |
| 3M | +53.9% | -8.2% | +62.0% | +55.6% |
| 6M | +81.7% | -2.8% | +84.5% | +81.0% |
| YTD | +142.5% | -1.5% | +144.0% | +140.4% |
| 1Y | +145.4% | 0.0% | +145.4% | +142.4% |
| 3Y | +197.3% | -8.4% | +205.7% | +191.8% |
| 5Y | +614.6% | -43.5% | +658.1% | +678.0% |
| 10Y | +938.9% | +86.9% | +852.0% | +724.5% |
| All | +938.9% | +78.4% | +860.5% | +724.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling