+420.7%
VLO vs SITM
+4,789.7%
-4,368.9%
-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% | -4.2% | +0.7% |
| 7D | +5.3% | +3.9% | +1.5% | +4.8% |
| 30D | +18.2% | -6.6% | +24.8% | +18.9% |
| 3M | +53.3% | -11.9% | +65.2% | +53.5% |
| 6M | +70.4% | +81.1% | -10.7% | +53.1% |
| YTD | +143.4% | +80.0% | +63.4% | +116.5% |
| 1Y | +153.0% | +145.8% | +7.2% | +112.8% |
| 3Y | +195.0% | +475.9% | -280.9% | +105.3% |
| 5Y | +618.8% | +189.2% | +429.6% | +403.3% |
| All | +420.7% | +4,789.7% | -4,368.9% | +76.6% |
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