+638.4%
SPYV vs SPY
+733.3%
-94.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +2.2% | +3.3% | -1.1% | -0.6% |
| 30D | +3.3% | -2.7% | +6.0% | +5.6% |
| 3M | +2.6% | -1.7% | +4.4% | +4.0% |
| 6M | +8.4% | +3.1% | +5.3% | +5.3% |
| YTD | +15.4% | +11.9% | +3.5% | +4.2% |
| 1Y | +15.9% | +12.0% | +3.9% | +4.6% |
| 3Y | +61.9% | +78.2% | -16.3% | -3.2% |
| 5Y | +73.1% | +73.2% | -0.1% | +5.2% |
| 10Y | +212.0% | +309.6% | -97.6% | -9.6% |
| All | +638.4% | +733.3% | -94.9% | -0.8% |
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