+120.6%
VLO vs SPG
+34.3%
+86.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.6% | -4.8% |
| 7D | -6.0% | +8.2% | -14.1% | -3.7% |
| 30D | -12.9% | +13.5% | -26.3% | -9.5% |
| 3M | +18.3% | +2.2% | +16.1% | +19.5% |
| 6M | +46.4% | +15.9% | +30.6% | +53.7% |
| YTD | +127.7% | +27.6% | +100.2% | +141.5% |
| 1Y | +120.6% | +30.9% | +89.7% | +131.5% |
| All | +120.6% | +34.3% | +86.3% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling