+35,889.1%
VLO vs SO
+5,976.4%
+29,912.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.3% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | +22.6% | -4.6% | +27.2% | +24.8% |
| 3M | +43.8% | -3.0% | +46.8% | +45.1% |
| 6M | +65.7% | -8.3% | +74.0% | +70.8% |
| YTD | +131.1% | +3.5% | +127.6% | +126.3% |
| 1Y | +143.6% | -0.9% | +144.6% | +142.4% |
| 3Y | +201.4% | +45.4% | +156.0% | +150.8% |
| 5Y | +568.9% | +59.6% | +509.3% | +426.4% |
| 10Y | +891.8% | +156.6% | +735.2% | +537.9% |
| All | +35,889.1% | +5,976.4% | +29,912.7% | +9,243.1% |
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 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