+74.6%
QVAL vs SPY
+80.4%
-5.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | +11.2% | +2.0% | +9.2% | +9.2% |
| 6M | +18.5% | +13.0% | +5.5% | +6.7% |
| YTD | +28.0% | +13.5% | +14.5% | +14.7% |
| 1Y | +36.6% | +20.0% | +16.7% | +16.6% |
| All | +74.6% | +80.4% | -5.8% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling