+924.9%
VLO vs SCCO
+1,104.1%
-179.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +5.3% | -2.7% | +8.0% | +6.3% |
| 30D | +18.2% | -0.7% | +19.0% | +17.7% |
| 3M | +53.3% | +8.1% | +45.2% | +45.9% |
| 6M | +70.4% | +4.1% | +66.3% | +59.1% |
| YTD | +143.4% | +41.1% | +102.3% | +91.5% |
| 1Y | +153.0% | +95.6% | +57.4% | +66.9% |
| 3Y | +195.0% | +179.3% | +15.7% | +50.7% |
| 5Y | +618.8% | +308.3% | +310.5% | +176.5% |
| All | +924.9% | +1,104.1% | -179.2% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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