+202.9%
VLO vs SN
+681.9%
-479.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +2.7% |
| 7D | -6.5% | +7.6% | -14.1% | -7.2% |
| 30D | -17.8% | +24.1% | -41.8% | -19.7% |
| 3M | +19.6% | +23.7% | -4.1% | +16.6% |
| 6M | +49.3% | +105.5% | -56.3% | +35.8% |
| YTD | +122.4% | +105.1% | +17.3% | +100.5% |
| 1Y | +107.4% | +148.3% | -40.8% | +79.9% |
| 3Y | +223.1% | +438.7% | -215.6% | +150.9% |
| All | +202.9% | +681.9% | -479.0% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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