+451.8%
VLO vs SMR
-14.3%
+466.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.7% | +17.0% | +2.0% |
| 7D | +5.3% | -11.2% | +16.6% | +5.7% |
| 30D | +18.2% | -10.2% | +28.5% | +18.6% |
| 3M | +53.3% | -10.0% | +63.4% | +53.2% |
| 6M | +70.4% | -30.5% | +100.9% | +71.0% |
| YTD | +143.4% | -39.2% | +182.6% | +145.4% |
| 1Y | +153.0% | -75.5% | +228.5% | +164.6% |
| 3Y | +195.0% | +45.4% | +149.5% | +146.1% |
| All | +451.8% | -14.3% | +466.2% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling