+3,908.9%
VLO vs SCHG
+1,121.7%
+2,787.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +4.0% | -2.7% | +6.7% | +6.4% |
| 30D | +19.0% | -2.2% | +21.2% | +21.1% |
| 3M | +50.0% | +6.2% | +43.8% | +41.6% |
| 6M | +79.1% | +13.4% | +65.8% | +57.6% |
| YTD | +140.3% | +7.1% | +133.2% | +121.5% |
| 1Y | +148.3% | +12.5% | +135.8% | +118.2% |
| 3Y | +194.6% | +86.2% | +108.5% | +57.3% |
| 5Y | +609.6% | +83.9% | +525.6% | +257.7% |
| 10Y | +929.5% | +451.3% | +478.2% | +25.5% |
| All | +3,908.9% | +1,121.7% | +2,787.1% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling