+23,710.9%
VLO vs SPG
+5,256.9%
+18,454.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +5.2% | -2.4% | +7.6% | +6.3% |
| 30D | +22.6% | -6.8% | +29.4% | +26.4% |
| 3M | +43.8% | +2.7% | +41.1% | +41.5% |
| 6M | +65.7% | +5.5% | +60.3% | +60.0% |
| YTD | +131.1% | +15.7% | +115.4% | +113.6% |
| 1Y | +143.6% | +20.9% | +122.8% | +120.4% |
| 3Y | +201.4% | +112.4% | +89.0% | +108.9% |
| 5Y | +568.9% | +101.4% | +467.5% | +362.2% |
| 10Y | +891.8% | +60.6% | +831.2% | +578.5% |
| All | +23,710.9% | +5,256.9% | +18,454.0% | +5,720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling