+195.5%
VLO vs SM
-6.8%
+202.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.9% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +22.6% | +26.3% | -3.7% | +11.9% |
| 3M | +43.8% | +8.7% | +35.1% | +37.7% |
| 6M | +65.7% | +51.7% | +14.1% | +39.3% |
| YTD | +131.1% | +99.0% | +32.1% | +74.3% |
| 1Y | +143.6% | +34.6% | +109.0% | +111.2% |
| All | +195.5% | -6.8% | +202.3% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling