+15.0%
VAL vs SPY
+78.4%
-63.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.9% |
| 7D | -12.3% | -0.6% | -11.7% | -11.9% |
| 30D | -5.7% | -3.7% | -2.0% | -1.8% |
| 3M | -7.7% | -2.7% | -5.0% | -5.2% |
| 6M | -16.9% | +2.2% | -19.1% | -20.2% |
| YTD | +56.6% | +10.8% | +45.8% | +34.9% |
| 1Y | +41.0% | +11.2% | +29.7% | +20.8% |
| 3Y | +15.0% | +76.5% | -61.4% | -43.6% |
| All | +15.0% | +78.4% | -63.3% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling