+6,283.0%
VLO vs SGI
+2,083.6%
+4,199.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +5.2% | +8.5% | -3.3% | +3.1% |
| 30D | +22.6% | +0.7% | +21.9% | +22.2% |
| 3M | +43.8% | +0.6% | +43.2% | +42.4% |
| 6M | +65.7% | -17.9% | +83.7% | +69.9% |
| YTD | +131.1% | -21.2% | +152.3% | +138.7% |
| 1Y | +143.6% | -18.9% | +162.5% | +148.8% |
| 3Y | +201.4% | +52.6% | +148.7% | +156.7% |
| 5Y | +568.9% | +60.7% | +508.2% | +436.9% |
| 10Y | +891.8% | +278.1% | +613.7% | +462.2% |
| All | +6,283.0% | +2,083.6% | +4,199.5% | +1,559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling