+105.4%
VLO vs SNAP
-38.5%
+143.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +4.0% |
| 7D | -0.4% | -9.8% | +9.4% | -1.1% |
| 30D | -16.6% | -18.2% | +1.6% | -17.4% |
| 3M | +12.3% | -3.1% | +15.4% | +12.6% |
| 6M | +47.8% | -7.1% | +55.0% | +48.4% |
| YTD | +126.7% | -33.8% | +160.6% | +137.9% |
| 1Y | +105.4% | -39.0% | +144.4% | +121.6% |
| All | +105.4% | -38.5% | +143.8% | +121.6% |
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 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