+202.4%
VLO vs SNAP
-46.7%
+249.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.2% |
| 7D | +5.2% | +0.7% | +4.5% | +5.2% |
| 30D | +22.6% | +2.6% | +20.0% | +22.3% |
| 3M | +43.8% | -9.9% | +53.7% | +44.3% |
| 6M | +65.7% | +1.9% | +63.9% | +64.7% |
| YTD | +131.1% | -32.2% | +163.3% | +137.4% |
| 1Y | +143.6% | -22.8% | +166.5% | +147.0% |
| All | +202.4% | -46.7% | +249.2% | +188.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling