+938.9%
VLO vs SM
+16.0%
+922.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +6.2% | -0.2% | +6.5% | +6.3% |
| 30D | +23.5% | +20.3% | +3.2% | +17.7% |
| 3M | +53.9% | +22.9% | +30.9% | +45.1% |
| 6M | +81.7% | +47.8% | +33.8% | +63.2% |
| YTD | +142.5% | +107.5% | +35.0% | +99.4% |
| 1Y | +145.4% | +51.7% | +93.7% | +116.9% |
| 3Y | +197.3% | -0.9% | +198.2% | +184.3% |
| 5Y | +614.6% | +112.2% | +502.3% | +460.9% |
| 10Y | +938.9% | +20.3% | +918.5% | +414.5% |
| All | +938.9% | +16.0% | +922.9% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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