+911.8%
VLO vs SGI
+266.5%
+645.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.2% |
| 7D | +4.0% | -4.9% | +8.9% | +5.2% |
| 30D | +19.0% | +1.6% | +17.4% | +18.4% |
| 3M | +50.0% | -3.2% | +53.1% | +50.0% |
| 6M | +79.1% | -16.0% | +95.2% | +82.5% |
| YTD | +140.3% | -25.4% | +165.7% | +151.9% |
| 1Y | +148.3% | -21.6% | +169.9% | +155.8% |
| 3Y | +194.6% | +52.9% | +141.8% | +149.0% |
| 5Y | +609.6% | +47.5% | +562.1% | +481.3% |
| All | +911.8% | +266.5% | +645.3% | +438.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling