+151.9%
SVAL vs SPY
+152.0%
-0.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.4% |
| 7D | -1.9% | -0.9% | -0.9% | -1.0% |
| 30D | +0.9% | -2.4% | +3.2% | +3.0% |
| 3M | -1.8% | -1.2% | -0.6% | -0.9% |
| 6M | +9.7% | +3.3% | +6.4% | +5.9% |
| YTD | +25.9% | +12.3% | +13.6% | +12.2% |
| 1Y | +30.4% | +12.4% | +17.9% | +16.1% |
| 3Y | +75.1% | +78.8% | -3.7% | +0.2% |
| 5Y | +43.1% | +75.2% | -32.1% | -15.8% |
| All | +151.9% | +152.0% | -0.1% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling