+13,845.6%
SPGI vs VLO
+35,889.1%
-22,043.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | +5.2% | -5.1% | -0.9% |
| 30D | +8.4% | +22.6% | -14.2% | +3.7% |
| 3M | +11.8% | +43.8% | -31.9% | +3.2% |
| 6M | +5.7% | +65.7% | -60.0% | -6.0% |
| YTD | -9.7% | +131.1% | -140.8% | -25.6% |
| 1Y | -12.5% | +143.6% | -156.1% | -29.0% |
| 3Y | +21.8% | +201.4% | -179.6% | -7.7% |
| 5Y | +8.2% | +568.9% | -560.7% | -34.1% |
| 10Y | +309.5% | +891.8% | -582.3% | +109.8% |
| All | +13,845.6% | +35,889.1% | -22,043.5% | +3,789.2% |
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