+717.1%
VLO vs SM
+4.2%
+712.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | -9.5% | -19.5% | +10.0% | -4.6% |
| 30D | -19.1% | -20.2% | +1.1% | -14.5% |
| 3M | +11.4% | -6.5% | +17.9% | +12.7% |
| 6M | +46.7% | +1.6% | +45.2% | +44.6% |
| YTD | +118.6% | +61.2% | +57.4% | +90.7% |
| 1Y | +99.9% | +65.4% | +34.5% | +73.0% |
| 3Y | +210.5% | -13.0% | +223.5% | +207.1% |
| 5Y | +432.7% | -4.3% | +436.9% | +400.9% |
| 10Y | +717.1% | +3.0% | +714.1% | +329.1% |
| All | +717.1% | +4.2% | +712.9% | +329.1% |
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