+601.6%
VLO vs SPY
+81.8%
+519.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.6% |
| 7D | +5.8% | +0.5% | +5.2% | +5.4% |
| 30D | +28.3% | -0.9% | +29.3% | +29.1% |
| 3M | +48.7% | +3.9% | +44.9% | +44.7% |
| 6M | +71.9% | +14.5% | +57.4% | +55.4% |
| YTD | +138.7% | +12.9% | +125.7% | +117.8% |
| 1Y | +148.5% | +19.4% | +129.1% | +117.4% |
| 3Y | +192.7% | +78.5% | +114.2% | +92.9% |
| 5Y | +601.6% | +81.8% | +519.9% | +357.6% |
| All | +601.6% | +81.8% | +519.9% | +357.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling