+449.8%
VLO vs SMR
+7.6%
+442.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.7% |
| 7D | +6.2% | +13.1% | -6.8% | +5.6% |
| 30D | +23.5% | +17.8% | +5.7% | +22.5% |
| 3M | +53.9% | +8.1% | +45.8% | +52.6% |
| 6M | +81.7% | -11.1% | +92.8% | +80.5% |
| YTD | +142.5% | -23.7% | +166.2% | +142.3% |
| 1Y | +145.4% | -69.4% | +214.9% | +154.5% |
| 3Y | +197.3% | +82.6% | +114.7% | +145.9% |
| All | +449.8% | +7.6% | +442.2% | +368.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling