+588.7%
VLO vs SIRI
-41.5%
+630.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +5.3% | +0.6% | +4.8% | +5.2% |
| 30D | +18.2% | +2.5% | +15.7% | +17.8% |
| 3M | +53.3% | +6.6% | +46.7% | +51.6% |
| 6M | +70.4% | +32.9% | +37.6% | +62.7% |
| YTD | +143.4% | +50.5% | +92.9% | +127.9% |
| 1Y | +153.0% | +28.0% | +125.0% | +141.9% |
| 3Y | +195.0% | -22.4% | +217.4% | +190.9% |
| All | +588.7% | -41.5% | +630.2% | +595.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling