+42.6%
SVAL vs SPY
+74.0%
-31.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | +1.4% | +3.3% | -1.9% | -1.5% |
| 30D | -0.6% | -2.7% | +2.1% | +1.8% |
| 3M | -2.7% | -1.7% | -1.0% | -1.3% |
| 6M | +9.5% | +3.1% | +6.4% | +6.1% |
| YTD | +25.0% | +11.9% | +13.1% | +12.2% |
| 1Y | +29.3% | +12.0% | +17.4% | +16.0% |
| 3Y | +73.8% | +78.2% | -4.3% | +2.4% |
| 5Y | +42.6% | +73.2% | -30.6% | -14.3% |
| All | +42.6% | +74.0% | -31.4% | -14.3% |
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