+410.7%
VLO vs SITM
+4,507.3%
-4,096.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.5% |
| 7D | +5.8% | +8.4% | -2.6% | +4.7% |
| 30D | +28.3% | -17.4% | +45.8% | +30.8% |
| 3M | +48.7% | -9.8% | +58.6% | +48.3% |
| 6M | +71.9% | +83.0% | -11.1% | +53.9% |
| YTD | +138.7% | +69.6% | +69.1% | +113.8% |
| 1Y | +148.5% | +144.9% | +3.6% | +108.8% |
| 3Y | +192.7% | +429.9% | -237.2% | +105.9% |
| 5Y | +601.6% | +169.2% | +432.5% | +395.9% |
| All | +410.7% | +4,507.3% | -4,096.7% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling