+192.7%
VLO vs SMR
+88.2%
+104.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +15.3% | -12.0% | +2.8% |
| 7D | +5.8% | +21.4% | -15.6% | +5.2% |
| 30D | +28.3% | +13.8% | +14.5% | +27.8% |
| 3M | +48.7% | +3.9% | +44.8% | +48.2% |
| 6M | +71.9% | -4.2% | +76.1% | +70.7% |
| YTD | +138.7% | -21.1% | +159.8% | +138.6% |
| 1Y | +148.5% | -67.1% | +215.5% | +154.3% |
| 3Y | +192.7% | +88.9% | +103.8% | +148.4% |
| All | +192.7% | +88.2% | +104.4% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling