+614.6%
VLO vs SITM
+164.5%
+450.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | +6.2% | +3.7% | +2.5% | +5.9% |
| 30D | +23.5% | -14.5% | +38.0% | +24.9% |
| 3M | +53.9% | -10.6% | +64.4% | +53.6% |
| 6M | +81.7% | +65.5% | +16.1% | +68.6% |
| YTD | +142.5% | +67.0% | +75.5% | +123.0% |
| 1Y | +145.4% | +138.6% | +6.8% | +114.2% |
| 3Y | +197.3% | +421.8% | -224.5% | +125.1% |
| 5Y | +614.6% | +172.4% | +442.2% | +434.0% |
| All | +614.6% | +164.5% | +450.1% | +434.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling