+420.0%
VLO vs SNAP
-90.7%
+510.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.2% |
| 7D | -13.3% | -7.1% | -6.2% | -13.1% |
| 30D | -18.3% | -14.6% | -3.7% | -17.8% |
| 3M | +14.3% | -5.0% | +19.3% | +14.3% |
| 6M | +47.6% | -18.8% | +66.5% | +48.4% |
| YTD | +116.0% | -38.5% | +154.5% | +120.1% |
| 1Y | +101.0% | -38.1% | +139.1% | +104.7% |
| 3Y | +199.0% | -53.8% | +252.8% | +201.6% |
| All | +420.0% | -90.7% | +510.7% | +518.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling