+250.1%
SPOT vs VLO
+478.5%
-228.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -6.9% | +4.0% | -10.8% | -7.4% |
| 30D | +4.1% | +19.0% | -14.9% | +1.3% |
| 3M | +3.7% | +50.0% | -46.3% | -2.8% |
| 6M | -1.6% | +79.1% | -80.7% | -10.9% |
| YTD | -10.2% | +140.3% | -150.4% | -22.6% |
| 1Y | -25.9% | +148.3% | -174.2% | -36.7% |
| 3Y | +235.6% | +194.6% | +40.9% | +173.9% |
| 5Y | +110.6% | +609.6% | -499.0% | +45.8% |
| All | +250.1% | +478.5% | -228.4% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling