-99.7%
DAIC vs SPY
+30.9%
-130.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.6% |
| 7D | -33.2% | +0.1% | -33.3% | -33.2% |
| 30D | +312.8% | +0.1% | +312.7% | +311.1% |
| 3M | +2.0% | +2.0% | 0.0% | -0.5% |
| 6M | -52.3% | +13.0% | -65.3% | -58.8% |
| YTD | -72.4% | +13.5% | -85.9% | -76.4% |
| 1Y | -97.0% | +20.0% | -116.9% | -97.5% |
| All | -99.7% | +30.9% | -130.5% | -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 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