+195.5%
VLO vs SFM
+107.8%
+87.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +22.6% | -4.4% | +27.0% | +22.9% |
| 3M | +43.8% | +1.5% | +42.2% | +43.2% |
| 6M | +65.7% | +6.5% | +59.3% | +64.3% |
| YTD | +131.1% | +2.2% | +128.9% | +129.7% |
| 1Y | +143.6% | -41.9% | +185.5% | +155.8% |
| All | +195.5% | +107.8% | +87.7% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling