+231.9%
VLO vs SITM
+318.4%
-86.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.7% |
| 7D | +9.6% | +6.6% | +3.0% | +9.2% |
| 30D | -17.4% | -15.3% | -2.1% | -16.8% |
| 3M | +10.8% | -35.4% | +46.1% | +13.2% |
| 6M | +56.9% | -46.8% | +103.7% | +61.2% |
| YTD | +136.8% | +25.9% | +110.9% | +123.8% |
| 1Y | +120.7% | +54.0% | +66.7% | +103.1% |
| 3Y | +231.9% | +315.6% | -83.7% | +164.2% |
| All | +231.9% | +318.4% | -86.4% | +164.2% |
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