+78.4%
DIVZ vs SPY
+110.3%
-31.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -0.8% |
| 7D | -2.8% | -4.7% | +1.9% | -0.4% |
| 30D | +0.8% | -5.9% | +6.7% | +4.0% |
| 3M | -2.2% | -4.5% | +2.4% | +0.1% |
| 6M | +1.2% | +1.8% | -0.6% | -0.2% |
| YTD | +4.7% | +8.3% | -3.7% | -0.3% |
| 1Y | +9.0% | +9.3% | -0.3% | +3.3% |
| 3Y | +52.5% | +74.9% | -22.4% | +9.0% |
| 5Y | +51.3% | +67.3% | -15.9% | +9.7% |
| All | +78.4% | +110.3% | -31.9% | +12.6% |
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