+227.7%
VLO vs SN
+425.1%
-197.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.4% |
| 7D | +6.8% | +1.4% | +5.4% | +6.6% |
| 30D | -17.9% | +16.6% | -34.5% | -19.4% |
| 3M | +13.5% | +18.3% | -4.7% | +11.1% |
| 6M | +53.0% | +103.1% | -50.0% | +37.8% |
| YTD | +133.7% | +96.7% | +37.0% | +109.2% |
| 1Y | +115.7% | +134.3% | -18.7% | +84.9% |
| All | +227.7% | +425.1% | -197.4% | +129.5% |
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