+231.9%
VLO vs SNAP
-53.6%
+285.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +9.6% | +6.0% | +3.6% | +9.3% |
| 30D | -17.4% | -13.8% | -3.6% | -16.8% |
| 3M | +10.8% | -0.8% | +11.5% | +10.5% |
| 6M | +56.9% | -6.2% | +63.2% | +56.7% |
| YTD | +136.8% | -34.8% | +171.6% | +143.6% |
| 1Y | +120.7% | -38.7% | +159.4% | +128.3% |
| 3Y | +231.9% | -53.5% | +285.4% | +198.4% |
| All | +231.9% | -53.6% | +285.5% | +198.4% |
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 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