+141.6%
VLO vs SFM
-45.4%
+186.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.8% | +3.3% |
| 7D | +5.8% | -5.8% | +11.6% | +5.8% |
| 30D | +28.3% | -11.4% | +39.7% | +28.4% |
| 3M | +48.7% | -12.2% | +60.9% | +48.7% |
| 6M | +71.9% | -5.2% | +77.1% | +71.6% |
| YTD | +138.7% | -4.5% | +143.1% | +138.5% |
| All | +141.6% | -45.4% | +186.9% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling