+72.6%
VAL vs SPY
+20.8%
+51.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +12.7% | +0.1% | +12.6% | +12.6% |
| 3M | -6.6% | +2.0% | -8.6% | -7.6% |
| 6M | -8.2% | +13.0% | -21.2% | -16.6% |
| YTD | +72.1% | +13.5% | +58.6% | +55.1% |
| 1Y | +72.6% | +20.0% | +52.6% | +52.7% |
| All | +72.6% | +20.8% | +51.7% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling