+19.4%
SPGI vs VLO
+190.7%
-171.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.5% |
| 7D | -2.5% | +5.8% | -8.2% | -3.0% |
| 30D | +5.4% | +28.3% | -22.9% | +3.1% |
| 3M | +9.0% | +48.7% | -39.7% | +5.1% |
| 6M | +0.8% | +71.9% | -71.1% | -4.5% |
| YTD | -12.6% | +138.7% | -151.2% | -20.6% |
| 1Y | -16.1% | +148.5% | -164.6% | -24.6% |
| All | +19.4% | +190.7% | -171.3% | -0.5% |
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 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