+145.4%
VLO vs SPG
+19.3%
+126.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.0% |
| 7D | +6.2% | -1.7% | +7.9% | +5.8% |
| 30D | +23.5% | -6.3% | +29.8% | +21.7% |
| 3M | +53.9% | -2.4% | +56.3% | +52.8% |
| 6M | +81.7% | +9.6% | +72.0% | +84.6% |
| YTD | +142.5% | +14.2% | +128.3% | +146.4% |
| 1Y | +145.4% | +19.3% | +126.1% | +148.7% |
| All | +145.4% | +19.3% | +126.2% | +148.7% |
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 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