-78.2%
VALN vs SPY
+95.2%
-173.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +2.1% | +3.3% | -1.2% | -1.1% |
| 30D | +3.6% | -2.7% | +6.3% | +6.4% |
| 3M | +3.8% | -1.7% | +5.5% | +5.5% |
| 6M | -4.0% | +3.1% | -7.1% | -7.2% |
| YTD | -34.7% | +11.9% | -46.6% | -42.3% |
| 1Y | -37.3% | +12.0% | -49.3% | -44.7% |
| 3Y | -58.3% | +78.2% | -136.5% | -77.7% |
| 5Y | -88.0% | +73.2% | -161.3% | -94.2% |
| All | -78.2% | +95.2% | -173.4% | -90.1% |
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 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