+23,750.3%
VLO vs SM
+1,608.3%
+22,142.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +22.6% | +26.3% | -3.7% | +14.8% |
| 3M | +43.8% | +8.7% | +35.1% | +39.4% |
| 6M | +65.7% | +51.7% | +14.1% | +46.4% |
| YTD | +131.1% | +99.0% | +32.1% | +88.8% |
| 1Y | +143.6% | +34.6% | +109.0% | +119.7% |
| 3Y | +201.4% | -7.8% | +209.1% | +192.6% |
| 5Y | +568.9% | +104.8% | +464.1% | +406.5% |
| 10Y | +891.8% | +7.2% | +884.6% | +430.0% |
| All | +23,750.3% | +1,608.3% | +22,142.0% | +5,989.3% |
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