+148.5%
VLO vs SO
+0.5%
+147.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.3% |
| 7D | +5.8% | +1.0% | +4.7% | +5.8% |
| 30D | +28.3% | -3.2% | +31.5% | +28.3% |
| 3M | +48.7% | -1.7% | +50.4% | +48.3% |
| 6M | +71.9% | -7.2% | +79.1% | +71.9% |
| YTD | +138.7% | +4.6% | +134.1% | +137.9% |
| 1Y | +148.5% | +1.2% | +147.2% | +143.0% |
| All | +148.5% | +0.5% | +147.9% | +143.0% |
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