+16,450.5%
VLO vs SNPS
+5,427.6%
+11,022.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +1.0% |
| 7D | +5.2% | -11.0% | +16.2% | +7.3% |
| 30D | +22.6% | -1.7% | +24.3% | +22.5% |
| 3M | +43.8% | -20.4% | +64.1% | +48.7% |
| 6M | +65.7% | -8.6% | +74.4% | +66.3% |
| YTD | +131.1% | -16.2% | +147.3% | +134.7% |
| 1Y | +143.6% | -34.6% | +178.2% | +152.8% |
| 3Y | +201.4% | -14.5% | +215.8% | +192.0% |
| 5Y | +568.9% | +17.0% | +551.9% | +499.4% |
| 10Y | +891.8% | +560.0% | +331.8% | +547.9% |
| All | +16,450.5% | +5,427.6% | +11,022.9% | +7,999.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling