+183.4%
VLO vs SGI
+60.1%
+123.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +5.2% | +8.5% | -3.3% | +4.4% |
| 30D | +22.6% | +0.7% | +21.9% | +22.4% |
| 3M | +43.8% | +0.6% | +43.2% | +43.1% |
| 6M | +65.7% | -17.9% | +83.7% | +70.5% |
| YTD | +131.1% | -21.2% | +152.3% | +139.6% |
| 1Y | +143.6% | -18.9% | +162.5% | +149.8% |
| All | +183.4% | +60.1% | +123.3% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling