-99.7%
DAIC vs SPY
+30.2%
-129.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.7% |
| 7D | -16.6% | +0.5% | -17.2% | -17.2% |
| 30D | +283.4% | -0.9% | +284.4% | +289.1% |
| 3M | +31.0% | +3.9% | +27.1% | +22.8% |
| 6M | -52.6% | +14.5% | -67.2% | -59.7% |
| YTD | -73.6% | +12.9% | -86.6% | -77.3% |
| 1Y | -97.0% | +19.4% | -116.3% | -97.5% |
| All | -99.7% | +30.2% | -129.8% | -99.6% |
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