+120.6%
VLO vs SNAP
-22.3%
+142.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.9% | -11.7% | -5.4% |
| 7D | -6.0% | -0.7% | -5.3% | -5.8% |
| 30D | -12.9% | +5.5% | -18.4% | -12.4% |
| 3M | +18.3% | +2.2% | +16.1% | +18.9% |
| 6M | +46.4% | -4.1% | +50.5% | +47.3% |
| YTD | +127.7% | -26.6% | +154.4% | +146.0% |
| 1Y | +120.6% | -20.7% | +141.4% | +132.4% |
| All | +120.6% | -22.3% | +142.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling