+798.0%
VLO vs SPMO
+495.2%
+302.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.4% |
| 7D | +9.6% | +6.3% | +3.3% | +5.1% |
| 30D | -17.4% | -8.9% | -8.5% | -12.4% |
| 3M | +10.8% | -13.2% | +24.0% | +21.0% |
| 6M | +56.9% | -9.3% | +66.2% | +62.4% |
| YTD | +136.8% | +11.6% | +125.2% | +106.0% |
| 1Y | +120.7% | +13.4% | +107.3% | +89.2% |
| 3Y | +231.9% | +122.9% | +109.0% | +56.9% |
| 5Y | +479.0% | +113.9% | +365.1% | +182.9% |
| 10Y | +792.2% | +460.5% | +331.7% | +131.6% |
| All | +798.0% | +495.2% | +302.7% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling