+921.0%
VLO vs SGI
+278.2%
+642.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | +6.2% | +0.6% | +5.6% | +6.1% |
| 30D | +23.5% | +5.5% | +18.0% | +21.8% |
| 3M | +53.9% | -3.6% | +57.5% | +54.0% |
| 6M | +81.7% | -15.0% | +96.7% | +84.7% |
| YTD | +142.5% | -23.0% | +165.5% | +152.3% |
| 1Y | +145.4% | -18.4% | +163.9% | +150.4% |
| 3Y | +197.3% | +57.8% | +139.6% | +149.4% |
| 5Y | +614.6% | +51.5% | +563.1% | +481.9% |
| All | +921.0% | +278.2% | +642.8% | +439.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling