+109.6%
DIVB vs SPY
+78.0%
+31.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -0.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +7.3% | -3.3% | +10.6% | +9.4% |
| 3M | +6.1% | -2.4% | +8.5% | +7.6% |
| 6M | +23.4% | +2.6% | +20.8% | +20.8% |
| YTD | +35.9% | +11.2% | +24.7% | +25.7% |
| 1Y | +40.8% | +13.4% | +27.4% | +28.5% |
| 3Y | +109.6% | +79.9% | +29.7% | +31.3% |
| All | +109.6% | +78.0% | +31.6% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling