+195.5%
VLO vs SBAC
-7.2%
+202.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.1% |
| 7D | +5.2% | -0.8% | +6.0% | +5.2% |
| 30D | +22.6% | +6.9% | +15.7% | +23.1% |
| 3M | +43.8% | -8.2% | +52.0% | +43.1% |
| 6M | +65.7% | -1.6% | +67.4% | +65.5% |
| YTD | +131.1% | -0.1% | +131.2% | +131.1% |
| 1Y | +143.6% | -0.5% | +144.1% | +143.7% |
| All | +195.5% | -7.2% | +202.6% | +188.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling