+193.8%
VLO vs SPYG
+98.4%
+95.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | +23.5% | -1.7% | +25.2% | +24.1% |
| 3M | +53.9% | +3.6% | +50.2% | +51.6% |
| 6M | +81.7% | +16.6% | +65.1% | +70.1% |
| YTD | +142.5% | +13.4% | +129.1% | +129.6% |
| 1Y | +145.4% | +19.6% | +125.9% | +125.5% |
| All | +193.8% | +98.4% | +95.4% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling