+22,540.9%
VLO vs SPY
+3,056.6%
+19,484.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.4% |
| 7D | -0.4% | -0.9% | +0.5% | +0.5% |
| 30D | -16.6% | -2.4% | -14.2% | -14.8% |
| 3M | +12.3% | -1.2% | +13.4% | +13.1% |
| 6M | +47.8% | +3.3% | +44.6% | +41.5% |
| YTD | +126.7% | +12.3% | +114.4% | +97.4% |
| 1Y | +105.4% | +12.4% | +92.9% | +78.4% |
| 3Y | +222.0% | +78.8% | +143.2% | +73.8% |
| 5Y | +449.8% | +75.2% | +374.7% | +195.3% |
| 10Y | +754.3% | +311.1% | +443.2% | +107.8% |
| All | +22,540.9% | +3,056.6% | +19,484.3% | +1,507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling