+790.3%
VLO vs SYY
+88.7%
+701.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | +9.6% | +0.3% | +9.3% | +9.4% |
| 30D | -17.4% | -4.8% | -12.6% | -15.6% |
| 3M | +10.8% | -7.1% | +17.8% | +14.4% |
| 6M | +56.9% | +6.8% | +50.2% | +47.6% |
| YTD | +136.8% | +7.7% | +129.1% | +114.7% |
| 1Y | +120.7% | +5.7% | +115.0% | +102.4% |
| 3Y | +231.9% | +24.6% | +207.4% | +164.2% |
| 5Y | +479.0% | +15.6% | +463.4% | +361.8% |
| All | +790.3% | +88.7% | +701.6% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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