+146.3%
DEM vs SPY
+574.2%
-427.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | +2.5% |
| 7D | -1.4% | -4.7% | +3.4% | +3.1% |
| 30D | -6.2% | -5.9% | -0.3% | -0.9% |
| 3M | -2.5% | -4.5% | +2.0% | +1.6% |
| 6M | +0.6% | +1.8% | -1.2% | -1.3% |
| YTD | +15.6% | +8.3% | +7.2% | +7.0% |
| 1Y | +17.7% | +9.3% | +8.4% | +8.0% |
| 3Y | +57.9% | +74.9% | -16.9% | -9.4% |
| 5Y | +62.8% | +67.3% | -4.4% | -5.2% |
| 10Y | +138.3% | +311.6% | -173.3% | -48.3% |
| All | +146.3% | +574.2% | -427.9% | -64.8% |
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