+231.7%
SPOT vs VLO
+195.4%
+36.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -6.5% | +6.2% | -12.7% | -7.0% |
| 30D | +2.2% | +23.5% | -21.3% | +0.2% |
| 3M | +5.4% | +53.9% | -48.5% | +1.1% |
| 6M | -4.0% | +81.7% | -85.7% | -10.4% |
| YTD | -9.9% | +142.5% | -152.4% | -19.4% |
| 1Y | -27.3% | +145.4% | -172.7% | -35.0% |
| All | +231.7% | +195.4% | +36.4% | +177.5% |
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