+22,851.5%
VLO vs SM
+1,264.2%
+21,587.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.7% |
| 7D | -6.5% | -22.3% | +15.8% | -0.1% |
| 30D | -17.8% | -21.4% | +3.6% | -12.4% |
| 3M | +19.6% | +1.4% | +18.2% | +18.5% |
| 6M | +49.3% | +0.1% | +49.2% | +47.4% |
| YTD | +122.4% | +59.0% | +63.4% | +92.4% |
| 1Y | +107.4% | +64.3% | +43.1% | +77.6% |
| 3Y | +223.1% | -13.1% | +236.2% | +219.1% |
| 5Y | +432.2% | -13.9% | +446.1% | +407.1% |
| 10Y | +743.6% | +1.7% | +742.0% | +360.0% |
| All | +22,851.5% | +1,264.2% | +21,587.3% | +6,107.1% |
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