+847.1%
ALV vs SPY
+1,564.1%
-717.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +2.4% | +0.1% | +2.4% | +2.4% |
| 3M | -3.3% | +2.0% | -5.3% | -5.2% |
| 6M | +13.3% | +13.0% | +0.3% | +0.4% |
| YTD | +7.9% | +13.5% | -5.7% | -4.9% |
| 1Y | +2.8% | +20.0% | -17.2% | -14.3% |
| 3Y | +37.7% | +77.2% | -39.5% | -22.8% |
| 5Y | +64.7% | +81.9% | -17.2% | -8.7% |
| 10Y | +109.1% | +314.1% | -205.0% | -46.0% |
| All | +847.1% | +1,564.1% | -717.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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