+201.8%
QVAL vs SPY
+382.3%
-180.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 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% | +8.6% |
| 6M | +18.5% | +13.0% | +5.5% | +4.2% |
| YTD | +28.0% | +13.5% | +14.5% | +11.9% |
| 1Y | +36.6% | +20.0% | +16.7% | +12.8% |
| 3Y | +72.4% | +77.2% | -4.7% | -6.0% |
| 5Y | +87.3% | +81.9% | +5.4% | -0.4% |
| 10Y | +216.0% | +314.1% | -98.0% | -27.4% |
| All | +201.8% | +382.3% | -180.4% | -40.9% |
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