+922.6%
VLO vs SFM
+296.2%
+626.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.8% | +4.0% |
| 7D | +5.8% | -5.8% | +11.6% | +6.4% |
| 30D | +28.3% | -11.4% | +39.7% | +29.9% |
| 3M | +48.7% | -12.2% | +60.9% | +50.4% |
| 6M | +71.9% | -5.2% | +77.1% | +71.7% |
| YTD | +138.7% | -4.5% | +143.1% | +137.7% |
| 1Y | +148.5% | -45.4% | +193.8% | +163.9% |
| 3Y | +192.7% | +91.1% | +101.6% | +157.6% |
| 5Y | +601.6% | +226.8% | +374.8% | +454.6% |
| All | +922.6% | +296.2% | +626.4% | +608.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling