+236.6%
VAL vs SPY
+88.6%
+147.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +2.8% |
| 7D | -24.3% | -2.7% | -21.5% | -22.1% |
| 30D | -2.5% | -5.4% | +2.9% | +3.1% |
| 3M | +3.3% | -4.1% | +7.4% | +7.6% |
| 6M | -14.0% | +0.7% | -14.7% | -15.6% |
| YTD | +58.3% | +8.7% | +49.6% | +42.3% |
| 1Y | +47.5% | +10.9% | +36.6% | +29.7% |
| 3Y | +19.1% | +75.0% | -55.9% | -34.0% |
| 5Y | +128.6% | +67.8% | +60.8% | +34.6% |
| All | +236.6% | +88.6% | +147.9% | +70.8% |
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