+296.4%
SPGI vs VLO
+919.7%
-623.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.1% | -2.8% |
| 7D | -3.1% | +6.2% | -9.3% | -4.2% |
| 30D | +2.0% | +23.5% | -21.5% | -1.9% |
| 3M | +4.3% | +53.9% | -49.5% | -3.9% |
| 6M | -0.2% | +81.7% | -81.9% | -11.5% |
| YTD | -14.8% | +142.5% | -157.3% | -28.8% |
| 1Y | -18.5% | +145.4% | -164.0% | -32.4% |
| 3Y | +16.0% | +197.3% | -181.4% | -9.4% |
| 5Y | +2.2% | +614.6% | -612.4% | -37.4% |
| 10Y | +296.4% | +938.9% | -642.4% | +103.4% |
| All | +296.4% | +919.7% | -623.3% | +103.4% |
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