+156.9%
SVAL vs SPY
+154.8%
+2.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +9.0% | +2.0% | +7.0% | +6.7% |
| 6M | +16.8% | +13.0% | +3.8% | +3.7% |
| YTD | +28.4% | +13.5% | +14.9% | +13.5% |
| 1Y | +31.0% | +20.0% | +11.0% | +9.7% |
| 3Y | +64.7% | +77.2% | -12.5% | -4.7% |
| 5Y | +61.7% | +81.9% | -20.2% | -8.6% |
| All | +156.9% | +154.8% | +2.1% | -1.9% |
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 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