+1,551.4%
VLO vs SFM
+132.6%
+1,418.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +22.6% | -4.4% | +27.0% | +23.1% |
| 3M | +43.8% | +1.5% | +42.2% | +42.9% |
| 6M | +65.7% | +6.5% | +59.3% | +63.3% |
| YTD | +131.1% | +2.2% | +128.9% | +128.4% |
| 1Y | +143.6% | -41.9% | +185.5% | +157.5% |
| 3Y | +201.4% | +106.8% | +94.6% | +162.3% |
| 5Y | +568.9% | +231.6% | +337.3% | +428.8% |
| 10Y | +891.8% | +258.4% | +633.4% | +637.1% |
| All | +1,551.4% | +132.6% | +1,418.8% | +1,208.9% |
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