+6,162.3%
VLO vs SGI
+1,852.9%
+4,309.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -0.4% | -10.5% | +10.0% | +2.2% |
| 30D | -16.6% | +0.1% | -16.7% | -17.1% |
| 3M | +12.3% | -4.0% | +16.3% | +12.4% |
| 6M | +47.8% | -5.6% | +53.5% | +47.1% |
| YTD | +126.7% | -29.5% | +156.2% | +139.0% |
| 1Y | +105.4% | -31.5% | +136.9% | +117.8% |
| 3Y | +222.0% | +71.6% | +150.4% | +165.0% |
| 5Y | +449.8% | +50.5% | +399.3% | +345.4% |
| 10Y | +754.3% | +333.9% | +420.5% | +369.3% |
| All | +6,162.3% | +1,852.9% | +4,309.4% | +1,561.0% |
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