+620.6%
SPYV vs SPY
+745.6%
-125.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | +3.8% | +2.0% | +1.8% | +1.9% |
| 6M | +8.2% | +13.0% | -4.8% | -2.9% |
| YTD | +12.6% | +13.5% | -1.0% | +0.6% |
| 1Y | +18.1% | +20.0% | -1.9% | +0.6% |
| 3Y | +54.6% | +77.2% | -22.6% | -7.0% |
| 5Y | +73.2% | +81.9% | -8.7% | +1.0% |
| 10Y | +208.8% | +314.1% | -105.2% | -11.2% |
| All | +620.6% | +745.6% | -125.0% | -4.2% |
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