+938.9%
VLO vs SPG
+59.6%
+879.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.9% |
| 7D | +6.2% | -1.7% | +7.9% | +7.1% |
| 30D | +23.5% | -6.3% | +29.8% | +27.6% |
| 3M | +53.9% | -2.4% | +56.3% | +55.1% |
| 6M | +81.7% | +9.6% | +72.0% | +70.6% |
| YTD | +142.5% | +14.2% | +128.3% | +122.3% |
| 1Y | +145.4% | +19.3% | +126.1% | +119.3% |
| 3Y | +197.3% | +106.7% | +90.6% | +94.0% |
| 5Y | +614.6% | +104.2% | +510.4% | +351.2% |
| 10Y | +938.9% | +63.7% | +875.2% | +484.7% |
| All | +938.9% | +59.6% | +879.3% | +484.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling