+120.6%
VLO vs SGI
-10.7%
+131.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.8% | -12.6% | -4.4% |
| 7D | -6.0% | +12.1% | -18.0% | -3.7% |
| 30D | -12.9% | +12.1% | -24.9% | -10.7% |
| 3M | +18.3% | +0.4% | +17.9% | +19.3% |
| 6M | +46.4% | -4.0% | +50.4% | +48.5% |
| YTD | +127.7% | -21.2% | +149.0% | +138.5% |
| 1Y | +120.6% | -12.1% | +132.7% | +124.7% |
| All | +120.6% | -10.7% | +131.3% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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