+33,533.0%
VLO vs SO
+6,268.1%
+27,264.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -13.3% | -1.5% | -11.9% | -12.8% |
| 30D | -18.3% | +8.1% | -26.4% | -20.9% |
| 3M | +14.3% | +0.2% | +14.1% | +14.0% |
| 6M | +47.6% | +0.4% | +47.2% | +46.7% |
| YTD | +116.0% | +8.5% | +107.5% | +107.3% |
| 1Y | +101.0% | +4.9% | +96.1% | +95.4% |
| 3Y | +199.0% | +47.9% | +151.1% | +147.3% |
| 5Y | +419.0% | +75.7% | +343.4% | +292.1% |
| 10Y | +778.2% | +178.0% | +600.2% | +446.5% |
| All | +33,533.0% | +6,268.1% | +27,264.9% | +8,457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling