+22,188.9%
VLO vs SM
+1,302.7%
+20,886.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.6% |
| 7D | -13.3% | -25.9% | +12.6% | -6.1% |
| 30D | -18.3% | -15.1% | -3.2% | -14.7% |
| 3M | +14.3% | +4.9% | +9.5% | +12.3% |
| 6M | +47.6% | +6.1% | +41.5% | +43.5% |
| YTD | +116.0% | +63.4% | +52.5% | +85.5% |
| 1Y | +101.0% | +72.5% | +28.5% | +69.9% |
| 3Y | +199.0% | -16.9% | +215.9% | +198.8% |
| 5Y | +419.0% | -10.6% | +429.7% | +389.8% |
| 10Y | +778.2% | +11.3% | +766.9% | +367.0% |
| All | +22,188.9% | +1,302.7% | +20,886.2% | +5,884.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling