+266.0%
VAL vs SPY
+97.1%
+168.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +12.7% | +0.1% | +12.6% | +12.5% |
| 3M | -6.6% | +2.0% | -8.6% | -9.1% |
| 6M | -8.2% | +13.0% | -21.2% | -20.7% |
| YTD | +72.1% | +13.5% | +58.6% | +48.2% |
| 1Y | +72.6% | +20.0% | +52.6% | +39.9% |
| 3Y | +13.7% | +77.2% | -63.5% | -37.8% |
| 5Y | +188.5% | +81.9% | +106.6% | +56.4% |
| All | +266.0% | +97.1% | +168.9% | +77.9% |
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