+115.3%
VALQ vs SPY
+208.4%
-93.1%
-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% | +0.3% |
| 7D | +2.7% | +2.6% | +0.1% | +0.5% |
| 30D | +3.1% | -2.0% | +5.1% | +4.7% |
| 3M | +0.4% | -2.8% | +3.1% | +2.5% |
| 6M | +10.4% | +2.1% | +8.3% | +8.2% |
| YTD | +11.3% | +11.5% | -0.1% | +1.3% |
| 1Y | +15.2% | +13.5% | +1.7% | +3.2% |
| 3Y | +55.8% | +77.7% | -21.9% | -5.4% |
| 5Y | +53.9% | +72.6% | -18.7% | -4.9% |
| All | +115.3% | +208.4% | -93.1% | -20.2% |
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