+814.8%
ALV vs SPY
+1,524.4%
-709.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.4% |
| 7D | +1.3% | -0.6% | +1.9% | +1.8% |
| 30D | +10.2% | -3.7% | +13.9% | +14.1% |
| 3M | 0.0% | -2.7% | +2.8% | +2.7% |
| 6M | +0.9% | +2.2% | -1.3% | -1.5% |
| YTD | +4.2% | +10.8% | -6.6% | -6.1% |
| 1Y | +1.1% | +11.2% | -10.1% | -9.2% |
| 3Y | +34.9% | +76.5% | -41.6% | -24.1% |
| 5Y | +36.9% | +72.9% | -36.1% | -20.4% |
| 10Y | +122.1% | +304.8% | -182.7% | -41.4% |
| All | +814.8% | +1,524.4% | -709.5% | -13.5% |
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