+548.0%
VLO vs SE
+379.8%
+168.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +2.7% |
| 7D | -6.5% | +3.3% | -9.8% | -6.7% |
| 30D | -17.8% | -18.2% | +0.4% | -16.5% |
| 3M | +19.6% | -31.3% | +50.9% | +22.7% |
| 6M | +49.3% | -10.1% | +59.4% | +49.2% |
| YTD | +122.4% | -38.9% | +161.3% | +129.1% |
| 1Y | +107.4% | -48.0% | +155.5% | +116.7% |
| 3Y | +223.1% | +78.8% | +144.3% | +197.1% |
| 5Y | +432.2% | -77.1% | +509.4% | +472.4% |
| All | +548.0% | +379.8% | +168.3% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling