+414.1%
VLO vs SMR
-48.0%
+462.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.4% | +1.9% | -2.4% | -0.6% |
| 30D | -16.6% | -21.9% | +5.4% | -15.9% |
| 3M | +12.3% | -47.1% | +59.4% | +14.7% |
| 6M | +47.8% | -60.6% | +108.5% | +52.3% |
| YTD | +126.7% | -63.1% | +189.8% | +132.6% |
| 1Y | +105.4% | -80.4% | +185.8% | +117.3% |
| 3Y | +222.0% | +150.2% | +71.7% | +138.9% |
| All | +414.1% | -48.0% | +462.0% | +349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling