+815.1%
SPYM vs VLO
+1,378.4%
-563.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.0% |
| 7D | +3.3% | +6.8% | -3.5% | +1.7% |
| 30D | -2.6% | -17.9% | +15.2% | +1.5% |
| 3M | -1.7% | +13.5% | -15.3% | -5.2% |
| 6M | +3.1% | +53.0% | -49.9% | -7.7% |
| YTD | +12.0% | +133.7% | -121.7% | -10.3% |
| 1Y | +12.1% | +115.7% | -103.6% | -8.6% |
| 3Y | +78.5% | +231.9% | -153.4% | +28.1% |
| 5Y | +73.8% | +471.6% | -397.7% | +5.0% |
| 10Y | +312.5% | +780.7% | -468.2% | +103.9% |
| All | +815.1% | +1,378.4% | -563.3% | +217.0% |
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