+91.5%
DIV vs SPY
+522.0%
-430.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | +6.3% | +2.0% | +4.3% | +4.5% |
| 6M | +4.9% | +13.0% | -8.1% | -4.2% |
| YTD | +19.2% | +13.5% | +5.7% | +8.5% |
| 1Y | +19.6% | +20.0% | -0.4% | +4.5% |
| 3Y | +44.3% | +77.2% | -32.9% | -6.5% |
| 5Y | +36.8% | +81.9% | -45.1% | -14.5% |
| 10Y | +53.5% | +314.1% | -260.5% | -48.2% |
| All | +91.5% | +522.0% | -430.5% | -51.8% |
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