+334.3%
SPGI vs VLO
+791.1%
-456.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.2% |
| 7D | -0.9% | -6.5% | +5.6% | +0.2% |
| 30D | +15.5% | -17.8% | +33.3% | +19.2% |
| 3M | +15.7% | +19.6% | -3.9% | +11.2% |
| 6M | +19.1% | +49.3% | -30.2% | +9.5% |
| YTD | -4.1% | +122.4% | -126.4% | -19.1% |
| 1Y | +1.2% | +107.4% | -106.2% | -13.6% |
| 3Y | +31.6% | +223.1% | -191.5% | +0.3% |
| 5Y | +12.4% | +432.2% | -419.8% | -26.5% |
| 10Y | +334.3% | +743.6% | -409.4% | +132.5% |
| All | +334.3% | +791.1% | -456.8% | +132.5% |
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