+581.8%
VALU vs SPY
+3,091.8%
-2,510.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +9.6% | +0.1% | +9.5% | +9.4% |
| 3M | +19.9% | +2.0% | +17.9% | +18.1% |
| 6M | +6.5% | +13.0% | -6.5% | -1.7% |
| YTD | +3.3% | +13.5% | -10.3% | -4.9% |
| 1Y | +7.1% | +20.0% | -12.9% | -4.7% |
| 3Y | -18.9% | +77.2% | -96.1% | -43.3% |
| 5Y | +21.3% | +81.9% | -60.5% | -15.4% |
| 10Y | +199.9% | +314.1% | -114.2% | +40.1% |
| All | +581.8% | +3,091.8% | -2,510.0% | +87.9% |
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