+222.5%
VLO vs SN
+671.3%
-448.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.0% |
| 7D | +9.6% | +1.5% | +8.1% | +9.5% |
| 30D | -17.4% | +21.5% | -38.9% | -19.2% |
| 3M | +10.8% | +20.0% | -9.3% | +8.4% |
| 6M | +56.9% | +119.9% | -63.0% | +41.3% |
| YTD | +136.8% | +102.3% | +34.5% | +113.8% |
| 1Y | +120.7% | +148.0% | -27.3% | +91.2% |
| 3Y | +231.9% | +450.0% | -218.1% | +157.5% |
| All | +222.5% | +671.3% | -448.8% | +148.4% |
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