+924.9%
VLO vs SPMO
+517.6%
+407.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.9% |
| 7D | +5.3% | -0.9% | +6.3% | +6.0% |
| 30D | +18.2% | -1.9% | +20.2% | +19.7% |
| 3M | +53.3% | -1.4% | +54.7% | +52.4% |
| 6M | +70.4% | +25.5% | +44.9% | +37.8% |
| YTD | +143.4% | +24.8% | +118.5% | +96.9% |
| 1Y | +153.0% | +24.5% | +128.5% | +104.6% |
| 3Y | +195.0% | +157.1% | +37.8% | +24.2% |
| 5Y | +618.8% | +149.5% | +469.3% | +210.9% |
| All | +924.9% | +517.6% | +407.3% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling