+195.5%
VLO vs SE
+193.7%
+1.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +5.2% | -6.1% | +11.3% | +5.4% |
| 30D | +22.6% | -2.5% | +25.1% | +22.6% |
| 3M | +43.8% | +21.7% | +22.1% | +42.2% |
| 6M | +65.7% | +27.0% | +38.7% | +63.3% |
| YTD | +131.1% | -12.1% | +143.2% | +135.4% |
| 1Y | +143.6% | -40.9% | +184.5% | +158.1% |
| All | +195.5% | +193.7% | +1.8% | +183.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling