+911.8%
VLO vs SPYG
+420.3%
+491.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | +4.0% | -1.8% | +5.8% | +5.3% |
| 30D | +19.0% | -1.9% | +20.9% | +20.6% |
| 3M | +50.0% | +5.2% | +44.8% | +43.7% |
| 6M | +79.1% | +15.6% | +63.6% | +57.9% |
| YTD | +140.3% | +12.4% | +127.9% | +115.5% |
| 1Y | +148.3% | +17.5% | +130.9% | +114.6% |
| 3Y | +194.6% | +98.1% | +96.6% | +62.3% |
| 5Y | +609.6% | +84.9% | +524.7% | +299.6% |
| All | +911.8% | +420.3% | +491.5% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling