+81.7%
DIVZ vs SPY
+115.1%
-33.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | +2.4% | -3.7% | +6.1% | +4.3% |
| 3M | -0.1% | -2.7% | +2.6% | +1.2% |
| 6M | +4.0% | +2.2% | +1.9% | +2.5% |
| YTD | +6.6% | +10.8% | -4.3% | +0.3% |
| 1Y | +10.1% | +11.2% | -1.1% | +3.4% |
| 3Y | +57.2% | +76.5% | -19.2% | +12.0% |
| 5Y | +54.3% | +72.9% | -18.6% | +9.8% |
| All | +81.7% | +115.1% | -33.5% | +13.3% |
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 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