+579.4%
VLO vs SBAC
-43.7%
+623.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +5.2% | -0.8% | +6.0% | +5.2% |
| 30D | +22.6% | +6.9% | +15.7% | +22.4% |
| 3M | +43.8% | -8.2% | +52.0% | +44.1% |
| 6M | +65.7% | -1.6% | +67.4% | +65.5% |
| YTD | +131.1% | -0.1% | +131.2% | +130.4% |
| 1Y | +143.6% | -0.5% | +144.1% | +142.9% |
| 3Y | +201.4% | -9.1% | +210.4% | +198.9% |
| All | +579.4% | -43.7% | +623.1% | +605.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling