+68.2%
SPYV vs SPY
+67.4%
+0.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -1.7% | -2.7% | +1.1% | +0.3% |
| 30D | +2.1% | -5.4% | +7.4% | +6.2% |
| 3M | +0.8% | -4.1% | +4.9% | +3.8% |
| 6M | +5.6% | +0.7% | +4.9% | +4.7% |
| YTD | +12.4% | +8.7% | +3.7% | +5.1% |
| 1Y | +15.8% | +10.9% | +4.9% | +6.6% |
| 3Y | +58.8% | +75.0% | -16.1% | +1.5% |
| All | +68.2% | +67.4% | +0.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling