+420.0%
VLO vs SO
+75.0%
+345.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -13.3% | -1.5% | -11.9% | -13.1% |
| 30D | -18.3% | +8.1% | -26.4% | -19.3% |
| 3M | +14.3% | +0.2% | +14.1% | +14.2% |
| 6M | +47.6% | +0.4% | +47.2% | +47.2% |
| YTD | +116.0% | +8.5% | +107.5% | +112.1% |
| 1Y | +101.0% | +4.9% | +96.1% | +98.6% |
| 3Y | +199.0% | +47.9% | +151.1% | +169.0% |
| All | +420.0% | +75.0% | +345.0% | +340.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling