+193.8%
VLO vs SIRI
-24.2%
+218.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +6.2% | -3.9% | +10.2% | +6.7% |
| 30D | +23.5% | -0.8% | +24.3% | +23.5% |
| 3M | +53.9% | +4.3% | +49.5% | +52.6% |
| 6M | +81.7% | +34.1% | +47.6% | +73.1% |
| YTD | +142.5% | +47.3% | +95.2% | +127.6% |
| 1Y | +145.4% | +22.9% | +122.5% | +136.0% |
| All | +193.8% | -24.2% | +218.1% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling