+150.6%
SVAL vs SPY
+149.6%
+1.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +0.7% | -3.3% | +4.1% | +3.9% |
| 3M | -2.9% | -2.4% | -0.5% | -0.8% |
| 6M | +8.0% | +2.6% | +5.5% | +5.0% |
| YTD | +25.3% | +11.2% | +14.0% | +12.7% |
| 1Y | +31.8% | +13.4% | +18.4% | +16.3% |
| 3Y | +75.8% | +79.9% | -4.1% | +0.1% |
| 5Y | +42.8% | +72.2% | -29.4% | -14.4% |
| All | +150.6% | +149.6% | +1.0% | -2.5% |
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