+609.6%
VLO vs SPMO
+145.0%
+464.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.1% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +19.0% | -0.7% | +19.7% | +19.4% |
| 3M | +50.0% | +2.8% | +47.1% | +45.3% |
| 6M | +79.1% | +24.4% | +54.7% | +50.3% |
| YTD | +140.3% | +24.2% | +116.1% | +101.4% |
| 1Y | +148.3% | +24.5% | +123.8% | +107.3% |
| 3Y | +194.6% | +155.6% | +39.1% | +26.1% |
| 5Y | +609.6% | +148.2% | +461.4% | +208.0% |
| All | +609.6% | +145.0% | +464.6% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling