+114.4%
VALQ vs SPY
+206.5%
-92.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +0.1% | -0.6% | +0.6% | +0.5% |
| 30D | +3.1% | -3.7% | +6.8% | +6.2% |
| 3M | +1.1% | -2.7% | +3.8% | +3.3% |
| 6M | +9.4% | +2.2% | +7.2% | +7.1% |
| YTD | +10.9% | +10.8% | +0.1% | +1.4% |
| 1Y | +15.0% | +11.2% | +3.7% | +4.8% |
| 3Y | +55.2% | +76.5% | -21.3% | -5.3% |
| 5Y | +55.0% | +72.9% | -18.0% | -4.4% |
| All | +114.4% | +206.5% | -92.1% | -20.1% |
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