+241.3%
DIVB vs SPY
+242.1%
-0.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +3.4% | +0.1% | +3.3% | +3.3% |
| 3M | +10.9% | +2.0% | +8.9% | +8.7% |
| 6M | +24.7% | +13.0% | +11.7% | +11.5% |
| YTD | +31.3% | +13.5% | +17.8% | +16.9% |
| 1Y | +36.3% | +20.0% | +16.3% | +15.4% |
| 3Y | +91.0% | +77.2% | +13.8% | +12.3% |
| 5Y | +91.3% | +81.9% | +9.4% | +9.1% |
| All | +241.3% | +242.1% | -0.9% | +11.5% |
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