+424.0%
VLO vs SMR
-3.5%
+427.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +5.2% | +4.4% | +0.8% | +5.0% |
| 30D | +22.6% | +3.4% | +19.2% | +22.3% |
| 3M | +43.8% | -19.2% | +62.9% | +44.5% |
| 6M | +65.7% | -22.6% | +88.4% | +65.8% |
| YTD | +131.1% | -31.5% | +162.6% | +132.1% |
| 1Y | +143.6% | -73.1% | +216.7% | +154.1% |
| 3Y | +201.4% | +55.0% | +146.4% | +153.4% |
| All | +424.0% | -3.5% | +427.5% | +348.7% |
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