-57.9%
DEI vs SPY
+82.3%
-140.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | -6.0% | -0.8% | -5.3% | -5.2% |
| 30D | -8.0% | -1.1% | -6.9% | -6.9% |
| 3M | -11.5% | +3.9% | -15.3% | -15.2% |
| 6M | +12.1% | +13.6% | -1.5% | -2.7% |
| YTD | +1.3% | +12.7% | -11.4% | -11.4% |
| 1Y | -31.8% | +17.5% | -49.3% | -43.1% |
| 3Y | -6.2% | +76.9% | -83.1% | -49.8% |
| All | -57.9% | +82.3% | -140.2% | -78.1% |
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