-8.5%
DEI vs SPY
+695.8%
-704.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.4% |
| 30D | -6.6% | -1.4% | -5.2% | -5.0% |
| 3M | -13.3% | +3.7% | -17.0% | -17.3% |
| 6M | +10.8% | +13.0% | -2.2% | -5.0% |
| YTD | +1.8% | +12.4% | -10.6% | -12.3% |
| 1Y | -28.5% | +18.5% | -47.0% | -42.3% |
| 3Y | -7.1% | +77.6% | -84.7% | -54.0% |
| 5Y | -57.4% | +81.7% | -139.1% | -79.6% |
| 10Y | -55.7% | +319.7% | -375.4% | -93.1% |
| All | -8.5% | +695.8% | -704.3% | -94.4% |
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