+8,272.5%
VLO vs SNY
+241.9%
+8,030.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +5.3% | -3.3% | +8.6% | +6.9% |
| 30D | +18.2% | -2.2% | +20.4% | +19.3% |
| 3M | +53.3% | -3.0% | +56.4% | +54.7% |
| 6M | +70.4% | +2.7% | +67.7% | +66.2% |
| YTD | +143.4% | -6.8% | +150.2% | +147.3% |
| 1Y | +153.0% | -5.3% | +158.3% | +153.4% |
| 3Y | +195.0% | -9.8% | +204.7% | +188.1% |
| 5Y | +618.8% | +9.7% | +609.1% | +513.4% |
| 10Y | +942.8% | +64.5% | +878.3% | +596.9% |
| All | +8,272.5% | +241.9% | +8,030.6% | +3,506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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