-99.9%
DAIC vs SPY
+28.5%
-128.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.4% | -13.2% | -12.7% |
| 7D | -15.7% | +2.6% | -18.3% | -20.4% |
| 30D | -42.5% | -2.0% | -40.5% | -39.6% |
| 3M | +49.3% | -2.8% | +52.1% | +58.4% |
| 6M | -81.0% | +2.1% | -83.1% | -81.2% |
| YTD | -92.4% | +11.5% | -103.9% | -93.3% |
| 1Y | -98.6% | +13.5% | -112.1% | -98.8% |
| All | -99.9% | +28.5% | -128.4% | -99.9% |
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 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