+232.7%
DEW vs SPY
+787.8%
-555.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +1.2% | +0.1% | +1.1% | +1.1% |
| 3M | +6.6% | +2.0% | +4.6% | +4.4% |
| 6M | +8.8% | +13.0% | -4.2% | -3.0% |
| YTD | +20.1% | +13.5% | +6.6% | +6.6% |
| 1Y | +26.4% | +20.0% | +6.5% | +6.6% |
| 3Y | +74.0% | +77.2% | -3.2% | +0.9% |
| 5Y | +80.2% | +81.9% | -1.7% | -0.1% |
| 10Y | +150.1% | +314.1% | -164.0% | -39.4% |
| All | +232.7% | +787.8% | -555.1% | -63.5% |
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 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