+206.2%
QVAL vs SPY
+361.6%
-155.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | -2.9% | -2.7% | -0.2% | -0.3% |
| 30D | +5.4% | -5.4% | +10.8% | +11.2% |
| 3M | +5.7% | -4.1% | +9.8% | +10.0% |
| 6M | +15.6% | +0.7% | +14.9% | +14.1% |
| YTD | +29.9% | +8.7% | +21.2% | +18.4% |
| 1Y | +38.2% | +10.9% | +27.3% | +23.3% |
| 3Y | +79.2% | +75.0% | +4.2% | -1.5% |
| 5Y | +81.0% | +67.8% | +13.2% | +4.2% |
| 10Y | +233.6% | +312.9% | -79.3% | -23.3% |
| All | +206.2% | +361.6% | -155.3% | -37.5% |
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