+99.9%
VLO vs SM
+64.7%
+35.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | -9.5% | -19.5% | +10.0% | -2.3% |
| 30D | -19.1% | -20.2% | +1.1% | -12.3% |
| 3M | +11.4% | -6.5% | +17.9% | +13.2% |
| 6M | +46.7% | +1.6% | +45.2% | +43.1% |
| YTD | +118.6% | +61.2% | +57.4% | +83.8% |
| 1Y | +99.9% | +65.4% | +34.5% | +65.5% |
| All | +99.9% | +64.7% | +35.1% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling