+78.8%
SPYM vs VLO
+231.8%
-153.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | +3.3% | +6.8% | -3.5% | +2.6% |
| 30D | -2.6% | -17.9% | +15.2% | -0.8% |
| 3M | -1.7% | +13.5% | -15.3% | -3.6% |
| 6M | +3.1% | +53.0% | -49.9% | -2.6% |
| YTD | +12.0% | +133.7% | -121.7% | -2.6% |
| 1Y | +12.1% | +115.7% | -103.6% | -1.1% |
| All | +78.8% | +231.8% | -153.0% | +41.5% |
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