+147.3%
DEM vs SPY
+313.2%
-165.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.0% | +0.1% | +5.0% | +5.0% |
| 3M | +4.0% | +2.0% | +2.1% | +2.6% |
| 6M | +15.9% | +13.0% | +2.9% | +6.3% |
| YTD | +24.5% | +13.5% | +10.9% | +13.8% |
| 1Y | +29.8% | +20.0% | +9.8% | +13.9% |
| 3Y | +70.1% | +77.2% | -7.1% | +10.9% |
| 5Y | +67.4% | +81.9% | -14.5% | +5.5% |
| All | +147.3% | +313.2% | -165.9% | -28.5% |
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