-79.1%
VALN vs SPY
+89.6%
-168.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | +1.1% | -2.7% | +3.8% | +3.7% |
| 30D | -6.1% | -5.4% | -0.7% | -0.8% |
| 3M | +6.4% | -4.1% | +10.5% | +10.7% |
| 6M | +1.8% | +0.7% | +1.1% | +0.7% |
| YTD | -37.5% | +8.7% | -46.2% | -43.2% |
| 1Y | -38.1% | +10.9% | -49.0% | -44.9% |
| 3Y | -55.2% | +75.0% | -130.2% | -75.7% |
| 5Y | -86.4% | +67.8% | -154.2% | -93.2% |
| All | -79.1% | +89.6% | -168.7% | -90.3% |
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