+436.9%
VLO vs SMR
-53.6%
+490.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.4% |
| 7D | +9.6% | -8.3% | +17.9% | +10.0% |
| 30D | -17.4% | -20.1% | +2.7% | -16.8% |
| 3M | +10.8% | -52.7% | +63.5% | +13.6% |
| 6M | +56.9% | -61.0% | +118.0% | +61.6% |
| YTD | +136.8% | -67.1% | +203.9% | +144.0% |
| 1Y | +120.7% | -79.9% | +200.5% | +132.7% |
| 3Y | +231.9% | +101.7% | +130.2% | +150.8% |
| All | +436.9% | -53.6% | +490.5% | +371.6% |
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