+8,905.2%
VLO vs SPYG
+561.6%
+8,343.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.7% |
| 7D | +5.8% | +1.2% | +4.6% | +4.7% |
| 30D | +28.3% | -1.6% | +29.9% | +29.8% |
| 3M | +48.7% | +3.4% | +45.4% | +43.6% |
| 6M | +71.9% | +18.9% | +53.0% | +45.7% |
| YTD | +138.7% | +13.8% | +124.9% | +109.0% |
| 1Y | +148.5% | +20.6% | +127.9% | +106.6% |
| 3Y | +192.7% | +100.5% | +92.2% | +54.2% |
| 5Y | +601.6% | +84.6% | +517.0% | +278.8% |
| 10Y | +900.2% | +410.8% | +489.4% | +123.3% |
| All | +8,905.2% | +561.6% | +8,343.6% | +912.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling