+114.0%
VALQ vs SPY
+214.1%
-100.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.3% | +0.1% | +1.3% | +1.3% |
| 3M | +4.7% | +2.0% | +2.7% | +2.8% |
| 6M | +6.7% | +13.0% | -6.3% | -3.8% |
| YTD | +10.7% | +13.5% | -2.9% | -0.7% |
| 1Y | +15.2% | +20.0% | -4.8% | -1.4% |
| 3Y | +51.3% | +77.2% | -25.9% | -7.8% |
| 5Y | +54.2% | +81.9% | -27.7% | -8.8% |
| All | +114.0% | +214.1% | -100.1% | -21.7% |
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