+420.0%
VLO vs SE
-78.9%
+498.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -13.3% | +2.0% | -15.3% | -13.4% |
| 30D | -18.3% | -20.0% | +1.7% | -17.5% |
| 3M | +14.3% | -31.8% | +46.1% | +16.3% |
| 6M | +47.6% | -15.9% | +63.5% | +48.0% |
| YTD | +116.0% | -40.6% | +156.6% | +121.1% |
| 1Y | +101.0% | -50.7% | +151.7% | +108.4% |
| 3Y | +199.0% | +70.3% | +128.7% | +185.0% |
| All | +420.0% | -78.9% | +498.9% | +390.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling