+311.0%
SPYM vs VLO
+790.8%
-479.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +2.6% | +9.6% | -7.1% | +0.6% |
| 30D | -2.0% | -17.4% | +15.4% | +1.6% |
| 3M | -2.8% | +10.8% | -13.6% | -5.4% |
| 6M | +2.2% | +56.9% | -54.8% | -8.0% |
| YTD | +11.5% | +136.8% | -125.2% | -9.3% |
| 1Y | +13.5% | +120.7% | -107.2% | -6.3% |
| 3Y | +78.0% | +231.9% | -153.9% | +30.8% |
| 5Y | +73.1% | +479.0% | -405.9% | +7.0% |
| All | +311.0% | +790.8% | -479.8% | +114.4% |
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