+15,800.7%
VLO vs SBAC
+2,208.1%
+13,592.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | +22.6% | +6.9% | +15.7% | +21.4% |
| 3M | +43.8% | -8.2% | +52.0% | +45.2% |
| 6M | +65.7% | -1.6% | +67.4% | +64.9% |
| YTD | +131.1% | -0.1% | +131.2% | +129.0% |
| 1Y | +143.6% | -0.5% | +144.1% | +141.3% |
| 3Y | +201.4% | -9.1% | +210.4% | +198.5% |
| 5Y | +568.9% | -43.8% | +612.7% | +601.8% |
| 10Y | +891.8% | +80.5% | +811.3% | +774.1% |
| All | +15,800.7% | +2,208.1% | +13,592.6% | +10,080.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling