+9,535.5%
VLO vs SRE
+1,525.5%
+8,010.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | +22.6% | -0.7% | +23.3% | +22.7% |
| 3M | +43.8% | -6.3% | +50.1% | +48.2% |
| 6M | +65.7% | -10.7% | +76.4% | +74.6% |
| YTD | +131.1% | -3.5% | +134.6% | +132.3% |
| 1Y | +143.6% | +5.3% | +138.3% | +132.4% |
| 3Y | +201.4% | +31.8% | +169.6% | +143.0% |
| 5Y | +568.9% | +47.4% | +521.5% | +399.3% |
| 10Y | +891.8% | +120.6% | +771.2% | +482.1% |
| All | +9,535.5% | +1,525.5% | +8,010.0% | +2,170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling