+603.4%
VLO vs SRE
+49.4%
+554.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.7% |
| 7D | +5.8% | +1.4% | +4.3% | +5.3% |
| 30D | +28.3% | +1.9% | +26.4% | +27.3% |
| 3M | +48.7% | -3.3% | +52.0% | +50.1% |
| 6M | +71.9% | -6.4% | +78.3% | +75.0% |
| YTD | +138.7% | -1.8% | +140.5% | +138.0% |
| 1Y | +148.5% | +10.7% | +137.7% | +135.8% |
| 3Y | +192.7% | +31.8% | +160.9% | +145.1% |
| All | +603.4% | +49.4% | +554.0% | +438.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling