+193.9%
VALU vs SPY
+311.8%
-117.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -4.2% |
| 7D | -6.5% | -0.9% | -5.6% | -5.9% |
| 30D | -3.6% | -2.4% | -1.2% | -1.7% |
| 3M | +4.6% | -1.2% | +5.8% | +5.1% |
| 6M | +22.8% | +3.3% | +19.5% | +17.3% |
| YTD | +11.9% | +12.3% | -0.4% | -2.5% |
| 1Y | +15.7% | +12.4% | +3.2% | +0.6% |
| 3Y | +2.3% | +78.8% | -76.5% | -47.4% |
| 5Y | +17.9% | +75.2% | -57.2% | -38.1% |
| 10Y | +193.9% | +311.1% | -117.2% | -33.2% |
| All | +193.9% | +311.8% | -117.9% | -33.2% |
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