+31.0%
DIVP vs SPY
+50.9%
-20.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | +6.5% | -3.7% | +10.1% | +8.0% |
| 3M | +2.1% | -2.7% | +4.9% | +3.2% |
| 6M | +8.6% | +2.2% | +6.4% | +7.2% |
| YTD | +14.9% | +10.8% | +4.1% | +9.2% |
| 1Y | +20.1% | +11.2% | +8.8% | +13.9% |
| All | +31.0% | +50.9% | -20.0% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling