+14,609.4%
SPGI vs VLO
+33,533.0%
-18,923.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +0.3% | -13.3% | +13.6% | +3.2% |
| 30D | +18.4% | -18.3% | +36.7% | +23.0% |
| 3M | +15.7% | +14.3% | +1.4% | +11.6% |
| 6M | +17.3% | +47.6% | -30.4% | +6.7% |
| YTD | -4.7% | +116.0% | -120.7% | -20.9% |
| 1Y | +1.8% | +101.0% | -99.2% | -14.2% |
| 3Y | +31.7% | +199.0% | -167.3% | -0.6% |
| 5Y | +12.1% | +419.0% | -407.0% | -28.0% |
| 10Y | +341.9% | +778.2% | -436.2% | +131.2% |
| All | +14,609.4% | +33,533.0% | -18,923.6% | +4,034.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling