+654.3%
VALU vs SPY
+2,954.7%
-2,300.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.4% |
| 7D | +0.3% | -2.7% | +3.0% | +1.8% |
| 30D | -3.9% | -5.4% | +1.5% | -0.9% |
| 3M | +18.2% | -4.1% | +22.3% | +20.8% |
| 6M | +24.2% | +0.7% | +23.5% | +22.9% |
| YTD | +14.3% | +8.7% | +5.6% | +7.7% |
| 1Y | +20.3% | +10.9% | +9.4% | +12.0% |
| 3Y | +12.8% | +75.0% | -62.2% | -20.6% |
| 5Y | +22.5% | +67.8% | -45.3% | -10.7% |
| 10Y | +220.6% | +312.9% | -92.3% | +50.6% |
| All | +654.3% | +2,954.7% | -2,300.4% | +112.9% |
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