+31.7%
SPGI vs VLO
+194.5%
-162.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +0.3% | -13.3% | +13.6% | +1.1% |
| 30D | +18.4% | -18.3% | +36.7% | +19.7% |
| 3M | +15.7% | +14.3% | +1.4% | +13.7% |
| 6M | +17.3% | +47.6% | -30.4% | +12.6% |
| YTD | -4.7% | +116.0% | -120.7% | -12.9% |
| 1Y | +1.8% | +101.0% | -99.2% | -6.1% |
| 3Y | +31.7% | +199.0% | -167.3% | +10.3% |
| All | +31.7% | +194.5% | -162.9% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling