+717.1%
VLO vs SPY
+304.1%
+413.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -9.5% | -0.6% | -8.9% | -9.1% |
| 30D | -19.1% | -3.7% | -15.5% | -16.2% |
| 3M | +11.4% | -2.7% | +14.1% | +14.0% |
| 6M | +46.7% | +2.2% | +44.6% | +41.6% |
| YTD | +118.6% | +10.8% | +107.8% | +90.8% |
| 1Y | +99.9% | +11.2% | +88.6% | +73.6% |
| 3Y | +210.5% | +76.5% | +134.0% | +57.2% |
| 5Y | +432.7% | +72.9% | +359.7% | +169.2% |
| 10Y | +717.1% | +304.8% | +412.3% | +28.3% |
| All | +717.1% | +304.1% | +413.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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