+22,977.3%
VLO vs SPY
+3,091.8%
+19,885.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +22.6% | +0.1% | +22.5% | +22.5% |
| 3M | +43.8% | +2.0% | +41.8% | +40.2% |
| 6M | +65.7% | +13.0% | +52.7% | +44.2% |
| YTD | +131.1% | +13.5% | +117.6% | +99.9% |
| 1Y | +143.6% | +20.0% | +123.7% | +99.0% |
| 3Y | +201.4% | +77.2% | +124.2% | +64.7% |
| 5Y | +568.9% | +81.9% | +487.0% | +247.1% |
| 10Y | +891.8% | +314.1% | +577.7% | +140.8% |
| All | +22,977.3% | +3,091.8% | +19,885.5% | +1,528.1% |
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