-16.1%
SPGI vs VLO
+149.2%
-165.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.1% |
| 7D | -2.5% | +5.8% | -8.2% | -2.3% |
| 30D | +5.4% | +28.3% | -22.9% | +6.0% |
| 3M | +9.0% | +48.7% | -39.7% | +10.4% |
| 6M | +0.8% | +71.9% | -71.1% | +2.9% |
| YTD | -12.6% | +138.7% | -151.2% | -9.4% |
| 1Y | -16.1% | +148.5% | -164.6% | -13.4% |
| All | -16.1% | +149.2% | -165.4% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling