+120.6%
VLO vs SPMO
+11.0%
+109.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -4.9% | -5.8% |
| 7D | -6.0% | -8.9% | +2.9% | -7.0% |
| 30D | -12.9% | -13.8% | +0.9% | -14.4% |
| 3M | +18.3% | -12.5% | +30.9% | +16.5% |
| 6M | +46.4% | -1.5% | +47.9% | +50.0% |
| YTD | +127.7% | +11.3% | +116.4% | +142.5% |
| 1Y | +120.6% | +11.5% | +109.2% | +135.3% |
| All | +120.6% | +11.0% | +109.7% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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