+728.6%
VLO vs SNAP
-77.4%
+806.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | +5.8% | +1.5% | +4.3% | +5.6% |
| 30D | +28.3% | +1.9% | +26.5% | +28.0% |
| 3M | +48.7% | -3.9% | +52.6% | +48.5% |
| 6M | +71.9% | +5.2% | +66.7% | +69.5% |
| YTD | +138.7% | -32.7% | +171.4% | +143.7% |
| 1Y | +148.5% | -24.8% | +173.2% | +150.8% |
| 3Y | +192.7% | -42.2% | +234.8% | +191.3% |
| 5Y | +601.6% | -92.7% | +694.3% | +688.9% |
| All | +728.6% | -77.4% | +806.0% | +580.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling