+8,834.2%
VLO vs SPYG
+528.0%
+8,306.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.0% |
| 7D | +9.6% | +2.3% | +7.3% | +7.6% |
| 30D | -17.4% | -6.5% | -10.9% | -13.2% |
| 3M | +10.8% | -6.8% | +17.6% | +16.4% |
| 6M | +56.9% | -3.1% | +60.1% | +58.2% |
| YTD | +136.8% | +8.0% | +128.8% | +114.9% |
| 1Y | +120.7% | +10.2% | +110.4% | +96.6% |
| 3Y | +231.9% | +91.0% | +140.9% | +80.9% |
| 5Y | +479.0% | +67.7% | +411.3% | +237.8% |
| 10Y | +792.2% | +393.9% | +398.3% | +103.1% |
| All | +8,834.2% | +528.0% | +8,306.2% | +941.3% |
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