+186.7%
DIVI vs SPY
+327.5%
-140.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | -1.3% | -0.9% | -0.4% | -0.7% |
| 30D | +1.3% | -2.4% | +3.6% | +2.9% |
| 3M | -3.3% | -1.2% | -2.2% | -2.6% |
| 6M | +1.8% | +3.3% | -1.5% | -0.5% |
| YTD | +12.6% | +12.3% | +0.3% | +4.1% |
| 1Y | +15.2% | +12.4% | +2.7% | +6.4% |
| 3Y | +71.6% | +78.8% | -7.2% | +14.9% |
| 5Y | +84.3% | +75.2% | +9.2% | +23.9% |
| 10Y | +192.8% | +311.1% | -118.4% | +6.3% |
| All | +186.7% | +327.5% | -140.8% | -0.2% |
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 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