+790.3%
VLO vs SM
+18.0%
+772.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +9.6% | +9.4% | +0.2% | +7.1% |
| 30D | -17.4% | -14.4% | -3.0% | -14.2% |
| 3M | +10.8% | +1.6% | +9.2% | +9.8% |
| 6M | +56.9% | +6.3% | +50.6% | +52.8% |
| YTD | +136.8% | +78.8% | +58.0% | +101.1% |
| 1Y | +120.7% | +83.1% | +37.5% | +86.2% |
| 3Y | +231.9% | -5.9% | +237.8% | +221.6% |
| 5Y | +479.0% | +4.8% | +474.2% | +431.8% |
| All | +790.3% | +18.0% | +772.3% | +355.7% |
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