-56.3%
DEI vs SPY
+322.5%
-378.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | -6.0% | -0.8% | -5.3% | -5.3% |
| 30D | -8.0% | -1.1% | -6.9% | -7.0% |
| 3M | -11.5% | +3.9% | -15.3% | -15.0% |
| 6M | +12.1% | +13.6% | -1.5% | -1.9% |
| YTD | +1.3% | +12.7% | -11.4% | -10.6% |
| 1Y | -31.8% | +17.5% | -49.3% | -42.4% |
| 3Y | -6.2% | +76.9% | -83.1% | -47.1% |
| 5Y | -56.9% | +83.6% | -140.5% | -76.5% |
| All | -56.3% | +322.5% | -378.7% | -88.3% |
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