-55.7%
DERM vs SPY
+74.0%
-129.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | +2.1% | +3.3% | -1.2% | -0.1% |
| 30D | -22.7% | -2.7% | -20.0% | -21.1% |
| 3M | -31.7% | -1.7% | -30.0% | -30.8% |
| 6M | -12.4% | +3.1% | -15.5% | -13.8% |
| YTD | -43.1% | +11.9% | -55.0% | -46.5% |
| 1Y | -51.7% | +12.0% | -63.6% | -54.5% |
| 3Y | +17.7% | +78.2% | -60.5% | -9.6% |
| 5Y | -55.7% | +73.2% | -128.9% | -67.1% |
| All | -55.7% | +74.0% | -129.7% | -67.1% |
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