+153.0%
VLO vs SRE
+4.6%
+148.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +5.3% | -0.8% | +6.1% | +5.4% |
| 30D | +18.2% | -3.0% | +21.2% | +18.3% |
| 3M | +53.3% | -8.3% | +61.6% | +53.6% |
| 6M | +70.4% | -8.9% | +79.3% | +71.2% |
| YTD | +143.4% | -4.3% | +147.6% | +143.7% |
| 1Y | +153.0% | +2.7% | +150.3% | +155.6% |
| All | +153.0% | +4.6% | +148.4% | +155.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling