+115.7%
VLO vs SFM
-34.4%
+150.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.1% |
| 7D | +6.8% | -0.4% | +7.2% | +6.7% |
| 30D | -17.9% | -19.2% | +1.4% | -17.6% |
| 3M | +13.5% | -40.3% | +53.9% | +14.0% |
| 6M | +53.0% | -40.9% | +93.9% | +53.5% |
| YTD | +133.7% | -35.5% | +169.2% | +135.0% |
| 1Y | +115.7% | -37.4% | +153.1% | +117.7% |
| All | +115.7% | -34.4% | +150.1% | +117.7% |
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