-73.9%
VALN vs SPY
+98.1%
-172.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | +7.2% | +0.1% | +7.0% | +7.0% |
| 30D | +31.7% | +0.1% | +31.7% | +31.6% |
| 3M | +21.5% | +2.0% | +19.5% | +18.9% |
| 6M | -37.2% | +13.0% | -50.2% | -45.0% |
| YTD | -21.9% | +13.5% | -35.4% | -32.0% |
| 1Y | -22.1% | +20.0% | -42.0% | -35.9% |
| 3Y | -50.6% | +77.2% | -127.8% | -73.3% |
| 5Y | -85.6% | +81.9% | -167.5% | -93.3% |
| All | -73.9% | +98.1% | -172.0% | -88.3% |
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