+911.8%
VLO vs SNPS
+585.0%
+326.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +4.0% | -4.6% | +8.6% | +5.1% |
| 30D | +19.0% | -3.3% | +22.3% | +19.3% |
| 3M | +50.0% | -13.8% | +63.7% | +54.0% |
| 6M | +79.1% | -8.2% | +87.3% | +79.4% |
| YTD | +140.3% | -15.4% | +155.7% | +144.4% |
| 1Y | +148.3% | +2.4% | +145.9% | +137.0% |
| 3Y | +194.6% | -13.5% | +208.1% | +171.1% |
| 5Y | +609.6% | +19.5% | +590.1% | +453.4% |
| All | +911.8% | +585.0% | +326.8% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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