+595.4%
VLO vs SE
+597.4%
-2.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.2% |
| 7D | +5.8% | +0.6% | +5.2% | +5.7% |
| 30D | +28.3% | -0.1% | +28.4% | +28.2% |
| 3M | +48.7% | +34.1% | +14.6% | +44.6% |
| 6M | +71.9% | +23.2% | +48.7% | +67.7% |
| YTD | +138.7% | -11.2% | +149.8% | +139.2% |
| 1Y | +148.5% | -40.5% | +189.0% | +158.0% |
| 3Y | +192.7% | +196.3% | -3.6% | +158.2% |
| 5Y | +601.6% | -67.0% | +668.7% | +633.7% |
| All | +595.4% | +597.4% | -2.0% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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