+222.5%
VALU vs SPY
+315.0%
-92.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +2.1% |
| 7D | -3.4% | +0.1% | -3.4% | -3.7% |
| 30D | +1.7% | -3.3% | +5.0% | +4.8% |
| 3M | +16.0% | -2.4% | +18.4% | +18.1% |
| 6M | +29.6% | +2.6% | +27.1% | +24.8% |
| YTD | +19.4% | +11.2% | +8.1% | +5.0% |
| 1Y | +21.8% | +13.4% | +8.4% | +4.9% |
| 3Y | +9.4% | +79.9% | -70.5% | -44.2% |
| 5Y | +15.1% | +72.2% | -57.0% | -38.4% |
| 10Y | +222.5% | +307.3% | -84.8% | -27.4% |
| All | +222.5% | +315.0% | -92.5% | -27.4% |
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