+406.6%
VLO vs SITM
+3,319.5%
-2,912.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.9% |
| 7D | +9.6% | +6.6% | +3.0% | +8.8% |
| 30D | -17.4% | -15.3% | -2.1% | -16.2% |
| 3M | +10.8% | -35.4% | +46.1% | +15.2% |
| 6M | +56.9% | -46.8% | +103.7% | +64.7% |
| YTD | +136.8% | +25.9% | +110.9% | +117.6% |
| 1Y | +120.7% | +54.0% | +66.7% | +96.4% |
| 3Y | +231.9% | +315.6% | -83.7% | +138.4% |
| 5Y | +479.0% | +74.4% | +404.6% | +333.9% |
| All | +406.6% | +3,319.5% | -2,912.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling