-99.9%
DAIC vs SPY
+29.4%
-129.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -3.9% |
| 7D | -6.3% | -0.9% | -5.3% | -4.3% |
| 30D | -38.2% | -2.4% | -35.9% | -34.5% |
| 3M | +28.5% | -1.2% | +29.7% | +31.1% |
| 6M | -76.5% | +3.3% | -79.8% | -77.3% |
| YTD | -90.6% | +12.3% | -102.9% | -91.8% |
| 1Y | -98.3% | +12.4% | -110.7% | -98.5% |
| All | -99.9% | +29.4% | -129.3% | -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 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