+223.1%
VLO vs SPG
+132.9%
+90.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.4% |
| 7D | -6.5% | +5.1% | -11.6% | -7.8% |
| 30D | -17.8% | +16.8% | -34.6% | -21.5% |
| 3M | +19.6% | +5.7% | +13.9% | +17.7% |
| 6M | +49.3% | +17.8% | +31.5% | +40.9% |
| YTD | +122.4% | +30.1% | +92.3% | +100.0% |
| 1Y | +107.4% | +32.8% | +74.7% | +84.8% |
| 3Y | +223.1% | +137.2% | +85.8% | +125.0% |
| All | +223.1% | +132.9% | +90.2% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling