+58.5%
DIV vs SPY
+309.9%
-251.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.8% |
| 7D | -0.4% | -0.9% | +0.5% | +0.1% |
| 30D | +1.8% | -2.4% | +4.1% | +3.3% |
| 3M | +0.5% | -1.2% | +1.7% | +1.1% |
| 6M | +3.5% | +3.3% | +0.2% | +0.6% |
| YTD | +17.1% | +12.3% | +4.8% | +7.1% |
| 1Y | +16.9% | +12.4% | +4.4% | +6.7% |
| 3Y | +48.9% | +78.8% | -29.9% | -5.1% |
| 5Y | +30.1% | +75.2% | -45.0% | -16.9% |
| All | +58.5% | +309.9% | -251.4% | -47.2% |
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