+911.8%
VLO vs SRE
+124.1%
+787.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +4.0% | -0.7% | +4.7% | +4.4% |
| 30D | +19.0% | -1.7% | +20.7% | +19.7% |
| 3M | +50.0% | -7.1% | +57.0% | +55.3% |
| 6M | +79.1% | -8.4% | +87.5% | +86.0% |
| YTD | +140.3% | -3.5% | +143.8% | +141.4% |
| 1Y | +148.3% | +5.4% | +142.9% | +136.6% |
| 3Y | +194.6% | +29.5% | +165.1% | +136.1% |
| 5Y | +609.6% | +48.3% | +561.3% | +411.3% |
| All | +911.8% | +124.1% | +787.7% | +570.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling