+672.1%
VLO vs SNAP
-79.0%
+751.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.8% |
| 7D | -6.5% | -7.3% | +0.9% | -6.0% |
| 30D | -17.8% | -18.9% | +1.2% | -16.6% |
| 3M | +19.6% | -5.3% | +24.8% | +19.6% |
| 6M | +49.3% | -16.9% | +66.2% | +50.2% |
| YTD | +122.4% | -37.4% | +159.8% | +127.7% |
| 1Y | +107.4% | -38.5% | +145.9% | +112.6% |
| 3Y | +223.1% | -55.1% | +278.1% | +227.7% |
| 5Y | +432.2% | -90.8% | +523.0% | +484.3% |
| All | +672.1% | -79.0% | +751.1% | +536.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling