+354.8%
DES vs SPY
+778.8%
-424.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -2.9% | -1.4% | -1.5% | -1.5% |
| 3M | +2.4% | +3.7% | -1.3% | -1.8% |
| 6M | +11.8% | +13.0% | -1.2% | -2.3% |
| YTD | +20.4% | +12.4% | +8.0% | +5.8% |
| 1Y | +20.3% | +18.5% | +1.8% | -0.2% |
| 3Y | +49.9% | +77.6% | -27.7% | -20.1% |
| 5Y | +45.9% | +81.7% | -35.8% | -25.4% |
| 10Y | +115.6% | +319.7% | -204.0% | -56.6% |
| All | +354.8% | +778.8% | -424.0% | -61.3% |
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