+601.6%
VLO vs SM
+111.2%
+490.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.4% | +1.9% |
| 7D | +5.8% | -0.2% | +5.9% | +5.8% |
| 30D | +28.3% | +31.5% | -3.2% | +15.0% |
| 3M | +48.7% | +17.3% | +31.4% | +38.1% |
| 6M | +71.9% | +48.5% | +23.4% | +44.7% |
| YTD | +138.7% | +106.3% | +32.4% | +75.3% |
| 1Y | +148.5% | +47.3% | +101.2% | +106.2% |
| 3Y | +192.7% | -1.4% | +194.1% | +169.8% |
| 5Y | +601.6% | +114.0% | +487.6% | +370.4% |
| All | +601.6% | +111.2% | +490.4% | +370.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling