+228.6%
QVAL vs SPY
+315.0%
-86.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | +6.0% | -3.3% | +9.3% | +9.4% |
| 3M | +6.5% | -2.4% | +8.9% | +8.8% |
| 6M | +18.5% | +2.6% | +16.0% | +14.8% |
| YTD | +32.6% | +11.2% | +21.4% | +18.0% |
| 1Y | +39.9% | +13.4% | +26.5% | +22.0% |
| 3Y | +88.2% | +79.9% | +8.3% | +0.1% |
| 5Y | +83.3% | +72.2% | +11.1% | +2.4% |
| 10Y | +228.6% | +307.3% | -78.8% | -25.1% |
| All | +228.6% | +315.0% | -86.5% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling