+120.6%
VLO vs SCHG
+5.5%
+115.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.0% | -5.2% |
| 7D | -6.0% | -2.5% | -3.4% | -6.9% |
| 30D | -12.9% | -5.4% | -7.4% | -14.7% |
| 3M | +18.3% | -2.2% | +20.5% | +17.6% |
| 6M | +46.4% | +5.2% | +41.3% | +50.1% |
| YTD | +127.7% | +6.8% | +121.0% | +141.8% |
| 1Y | +120.6% | +5.9% | +114.7% | +135.2% |
| All | +120.6% | +5.5% | +115.1% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling