+120.6%
VLO vs SIRI
+59.9%
+60.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.4% | -14.2% | -4.9% |
| 7D | -6.0% | +22.3% | -28.2% | -4.4% |
| 30D | -12.9% | +26.9% | -39.8% | -11.2% |
| 3M | +18.3% | +9.6% | +8.7% | +19.6% |
| 6M | +46.4% | +27.2% | +19.3% | +47.4% |
| YTD | +127.7% | +72.4% | +55.3% | +112.7% |
| 1Y | +120.6% | +59.9% | +60.7% | +110.1% |
| All | +120.6% | +59.9% | +60.8% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling