+717.1%
VLO vs SBAC
+103.9%
+613.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -9.5% | +3.6% | -13.2% | -10.0% |
| 30D | -19.1% | +4.9% | -24.0% | -19.8% |
| 3M | +11.4% | +6.5% | +4.9% | +10.1% |
| 6M | +46.7% | -11.1% | +57.9% | +48.9% |
| YTD | +118.6% | +0.9% | +117.7% | +115.6% |
| 1Y | +99.9% | -1.6% | +101.4% | +98.0% |
| 3Y | +210.5% | -7.0% | +217.4% | +204.4% |
| 5Y | +432.7% | -39.2% | +471.9% | +470.8% |
| 10Y | +717.1% | +111.4% | +605.7% | +469.0% |
| All | +717.1% | +103.9% | +613.2% | +469.0% |
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