+743.6%
VLO vs SPG
+117.3%
+626.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.9% |
| 7D | -6.5% | +5.1% | -11.6% | -8.9% |
| 30D | -17.8% | +16.8% | -34.6% | -24.4% |
| 3M | +19.6% | +5.7% | +13.9% | +15.7% |
| 6M | +49.3% | +17.8% | +31.5% | +35.6% |
| YTD | +122.4% | +30.1% | +92.3% | +89.9% |
| 1Y | +107.4% | +32.8% | +74.7% | +75.2% |
| 3Y | +223.1% | +137.2% | +85.8% | +95.6% |
| 5Y | +432.2% | +81.5% | +350.8% | +261.6% |
| 10Y | +743.6% | +116.5% | +627.1% | +316.7% |
| All | +743.6% | +117.3% | +626.4% | +316.7% |
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