+1,443.3%
VLO vs SFM
+40.3%
+1,403.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.5% | -0.8% |
| 7D | -13.3% | -1.2% | -12.1% | -13.4% |
| 30D | -18.3% | -24.8% | +6.5% | -16.1% |
| 3M | +14.3% | -43.7% | +58.0% | +21.3% |
| 6M | +47.6% | -37.3% | +84.9% | +53.9% |
| YTD | +116.0% | -38.4% | +154.3% | +124.7% |
| 1Y | +101.0% | -36.9% | +137.9% | +108.4% |
| 3Y | +199.0% | +20.7% | +178.4% | +175.5% |
| 5Y | +419.0% | +103.5% | +315.6% | +331.3% |
| 10Y | +778.2% | +139.7% | +638.4% | +579.2% |
| All | +1,443.3% | +40.3% | +1,403.0% | +1,187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling