+47.6%
VLO vs SE
-12.2%
+59.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.3% |
| 7D | -13.3% | +2.0% | -15.3% | -12.9% |
| 30D | -18.3% | -20.0% | +1.7% | -20.6% |
| 3M | +14.3% | -31.8% | +46.1% | +8.9% |
| 6M | +47.6% | -15.9% | +63.5% | +47.2% |
| All | +47.6% | -12.2% | +59.8% | +47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling