+223.1%
VLO vs SPY
+78.0%
+145.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.7% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -17.8% | -3.3% | -14.4% | -16.3% |
| 3M | +19.6% | -2.4% | +22.0% | +21.0% |
| 6M | +49.3% | +2.6% | +46.7% | +45.9% |
| YTD | +122.4% | +11.2% | +111.2% | +104.3% |
| 1Y | +107.4% | +13.4% | +94.1% | +87.4% |
| 3Y | +223.1% | +79.9% | +143.2% | +89.6% |
| All | +223.1% | +78.0% | +145.0% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling