+778.9%
VLO vs SM
+18.2%
+760.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +1.8% |
| 7D | +6.8% | +10.6% | -3.8% | +4.0% |
| 30D | -17.9% | -15.0% | -2.9% | -14.6% |
| 3M | +13.5% | +1.7% | +11.9% | +12.5% |
| 6M | +53.0% | +5.9% | +47.2% | +49.2% |
| YTD | +133.7% | +79.0% | +54.7% | +98.5% |
| 1Y | +115.7% | +84.7% | +31.0% | +81.6% |
| 3Y | +231.9% | -3.5% | +235.4% | +219.7% |
| 5Y | +471.6% | +4.9% | +466.6% | +424.8% |
| All | +778.9% | +18.2% | +760.7% | +349.7% |
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