+191.2%
VLO vs SITM
+423.6%
-232.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +4.0% | +4.8% | -0.9% | +3.6% |
| 30D | +19.0% | -9.7% | +28.7% | +19.6% |
| 3M | +50.0% | -9.3% | +59.3% | +49.6% |
| 6M | +79.1% | +69.5% | +9.6% | +68.2% |
| YTD | +140.3% | +70.5% | +69.7% | +123.8% |
| 1Y | +148.3% | +145.3% | +3.1% | +119.4% |
| All | +191.2% | +423.6% | -232.4% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling