+717.1%
VLO vs SGI
+356.4%
+360.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -0.5% |
| 7D | -9.5% | -3.9% | -5.6% | -8.8% |
| 30D | -19.1% | +0.9% | -20.1% | -19.8% |
| 3M | +11.4% | -2.9% | +14.3% | +11.2% |
| 6M | +46.7% | -9.0% | +55.7% | +47.2% |
| YTD | +118.6% | -29.2% | +147.8% | +130.7% |
| 1Y | +99.9% | -32.3% | +132.1% | +113.2% |
| 3Y | +210.5% | +72.4% | +138.1% | +151.4% |
| 5Y | +432.7% | +50.6% | +382.0% | +327.2% |
| 10Y | +717.1% | +335.2% | +381.9% | +309.2% |
| All | +717.1% | +356.4% | +360.7% | +309.2% |
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