+938.9%
VLO vs SFM
+280.6%
+658.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.0% |
| 7D | +6.2% | -7.2% | +13.4% | +7.0% |
| 30D | +23.5% | -14.3% | +37.8% | +25.4% |
| 3M | +53.9% | -13.7% | +67.6% | +55.8% |
| 6M | +81.7% | -6.0% | +87.7% | +81.5% |
| YTD | +142.5% | -8.2% | +150.7% | +142.5% |
| 1Y | +145.4% | -46.2% | +191.7% | +161.0% |
| 3Y | +197.3% | +83.6% | +113.8% | +162.8% |
| 5Y | +614.6% | +212.7% | +401.9% | +467.7% |
| 10Y | +938.9% | +273.0% | +665.9% | +622.8% |
| All | +938.9% | +280.6% | +658.3% | +622.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SFM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling