+338.6%
SPGI vs VLO
+779.3%
-440.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.9% |
| 7D | -0.8% | +6.8% | -7.6% | -2.0% |
| 30D | +14.3% | -17.9% | +32.1% | +18.0% |
| 3M | +14.5% | +13.5% | +1.0% | +11.1% |
| 6M | +17.3% | +53.0% | -35.8% | +7.4% |
| YTD | -4.6% | +133.7% | -138.3% | -20.2% |
| 1Y | +0.8% | +115.7% | -114.9% | -14.5% |
| 3Y | +28.8% | +231.9% | -203.2% | -2.2% |
| 5Y | +14.0% | +471.6% | -457.6% | -26.6% |
| All | +338.6% | +779.3% | -440.7% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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