-99.9%
DAIC vs SPY
+28.2%
-128.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | -0.5% |
| 7D | +1.0% | +0.1% | +0.9% | +0.5% |
| 30D | -55.6% | -3.3% | -52.3% | -51.8% |
| 3M | +37.3% | -2.4% | +39.7% | +44.2% |
| 6M | -78.1% | +2.6% | -80.7% | -78.5% |
| YTD | -90.6% | +11.2% | -101.8% | -91.6% |
| 1Y | -98.3% | +13.4% | -111.7% | -98.5% |
| All | -99.9% | +28.2% | -128.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling