+199.0%
VLO vs SN
+397.9%
-198.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -1.7% |
| 7D | -13.3% | +7.2% | -20.5% | -14.0% |
| 30D | -18.3% | +20.4% | -38.7% | -20.1% |
| 3M | +14.3% | +23.9% | -9.6% | +11.2% |
| 6M | +47.6% | +93.0% | -45.4% | +34.2% |
| YTD | +116.0% | +99.2% | +16.7% | +93.2% |
| 1Y | +101.0% | +142.6% | -41.6% | +71.3% |
| 3Y | +199.0% | +398.8% | -199.8% | +116.2% |
| All | +199.0% | +397.9% | -198.9% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling