+85.1%
DIV vs SPY
+495.3%
-410.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -2.2% | -2.7% | +0.5% | -0.4% |
| 30D | +0.9% | -5.4% | +6.3% | +4.7% |
| 3M | -2.2% | -4.1% | +1.9% | +0.5% |
| 6M | +1.5% | +0.7% | +0.8% | +0.4% |
| YTD | +15.3% | +8.7% | +6.6% | +7.9% |
| 1Y | +17.9% | +10.9% | +7.1% | +8.7% |
| 3Y | +43.9% | +75.0% | -31.1% | -6.4% |
| 5Y | +28.7% | +67.8% | -39.1% | -14.7% |
| 10Y | +58.8% | +312.9% | -254.0% | -46.4% |
| All | +85.1% | +495.3% | -410.2% | -52.0% |
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