-24.7%
DERM vs SPY
+74.8%
-99.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.1% | -6.2% |
| 7D | -4.1% | -0.4% | -3.8% | -3.9% |
| 30D | +15.7% | -1.4% | +17.1% | +16.7% |
| 3M | +20.6% | +3.7% | +16.8% | +17.8% |
| 6M | -7.1% | +13.0% | -20.1% | -13.4% |
| YTD | -3.4% | +12.4% | -15.8% | -9.7% |
| 1Y | 0.0% | +18.5% | -18.5% | -9.0% |
| 3Y | +152.5% | +77.6% | +74.9% | +93.3% |
| All | -24.7% | +74.8% | -99.6% | -44.5% |
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