+147.4%
DEM vs SPY
+311.8%
-164.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.7% |
| 7D | -0.2% | -0.9% | +0.8% | +0.4% |
| 30D | -4.3% | -2.4% | -1.9% | -2.8% |
| 3M | -1.1% | -1.2% | +0.1% | -0.4% |
| 6M | -0.3% | +3.3% | -3.6% | -2.7% |
| YTD | +17.3% | +12.3% | +5.0% | +8.0% |
| 1Y | +17.7% | +12.4% | +5.2% | +8.2% |
| 3Y | +62.5% | +78.8% | -16.3% | +5.4% |
| 5Y | +61.6% | +75.2% | -13.6% | +5.2% |
| 10Y | +147.4% | +311.1% | -163.7% | -26.7% |
| All | +147.4% | +311.8% | -164.3% | -26.7% |
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