+120.6%
VLO vs SPYG
+10.8%
+109.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.0% | -5.3% |
| 7D | -6.0% | -2.8% | -3.2% | -6.8% |
| 30D | -12.9% | -6.2% | -6.7% | -14.7% |
| 3M | +18.3% | -3.6% | +21.9% | +17.0% |
| 6M | +46.4% | +4.8% | +41.7% | +49.7% |
| YTD | +127.7% | +11.0% | +116.8% | +141.2% |
| 1Y | +120.6% | +11.2% | +109.4% | +133.8% |
| All | +120.6% | +10.8% | +109.8% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling