+192.7%
VLO vs SRE
+33.0%
+159.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.9% |
| 7D | +5.8% | +1.4% | +4.3% | +5.5% |
| 30D | +28.3% | +1.9% | +26.4% | +27.7% |
| 3M | +48.7% | -3.3% | +52.0% | +49.6% |
| 6M | +71.9% | -6.4% | +78.3% | +73.8% |
| YTD | +138.7% | -1.8% | +140.5% | +138.2% |
| 1Y | +148.5% | +10.7% | +137.7% | +139.9% |
| 3Y | +192.7% | +31.8% | +160.9% | +162.6% |
| All | +192.7% | +33.0% | +159.6% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling