+226.2%
VAL vs SPY
+88.1%
+138.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.4% | -2.2% | -2.0% |
| 7D | -24.0% | -4.7% | -19.3% | -20.1% |
| 30D | -5.7% | -5.9% | +0.2% | +0.3% |
| 3M | +0.5% | -4.5% | +5.0% | +5.1% |
| 6M | -16.7% | +1.8% | -18.5% | -19.2% |
| YTD | +53.4% | +8.3% | +45.1% | +38.4% |
| 1Y | +45.5% | +9.3% | +36.2% | +29.9% |
| 3Y | +11.8% | +74.9% | -63.0% | -38.0% |
| 5Y | +121.5% | +67.3% | +54.3% | +30.9% |
| All | +226.2% | +88.1% | +138.2% | +66.1% |
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