+601.6%
VLO vs SGI
+61.8%
+539.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | +5.8% | +9.3% | -3.5% | +4.6% |
| 30D | +28.3% | +6.9% | +21.5% | +27.3% |
| 3M | +48.7% | +2.8% | +45.9% | +47.6% |
| 6M | +71.9% | -12.6% | +84.5% | +73.4% |
| YTD | +138.7% | -21.5% | +160.2% | +145.2% |
| 1Y | +148.5% | -18.8% | +167.2% | +152.9% |
| 3Y | +192.7% | +60.8% | +131.8% | +163.3% |
| 5Y | +601.6% | +60.0% | +541.6% | +548.6% |
| All | +601.6% | +61.8% | +539.8% | +548.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling