+231.9%
VLO vs SO
+52.7%
+179.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | +9.6% | +1.4% | +8.3% | +9.6% |
| 30D | -17.4% | +4.7% | -22.1% | -17.5% |
| 3M | +10.8% | +1.7% | +9.1% | +10.6% |
| 6M | +56.9% | +2.2% | +54.8% | +56.5% |
| YTD | +136.8% | +10.0% | +126.8% | +135.3% |
| 1Y | +120.7% | +6.0% | +114.6% | +119.6% |
| 3Y | +231.9% | +54.1% | +177.8% | +220.1% |
| All | +231.9% | +52.7% | +179.2% | +220.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling