+120.6%
VLO vs SO
+3.3%
+117.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | -6.0% | +1.7% | -7.7% | -6.0% |
| 30D | -12.9% | +11.1% | -24.0% | -13.1% |
| 3M | +18.3% | +0.7% | +17.7% | +18.0% |
| 6M | +46.4% | -1.4% | +47.8% | +46.1% |
| YTD | +127.7% | +9.4% | +118.3% | +124.9% |
| 1Y | +120.6% | +3.7% | +116.9% | +118.8% |
| All | +120.6% | +3.3% | +117.3% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling