-59.8%
DRIP vs SPY
+14.6%
-74.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.7% | +11.0% | +10.8% |
| 7D | +22.6% | -0.7% | +23.3% | +23.6% |
| 30D | +6.3% | -1.0% | +7.4% | +7.6% |
| 3M | -13.0% | -0.3% | -12.7% | -12.6% |
| 6M | -8.6% | +7.3% | -16.0% | -14.7% |
| YTD | -58.7% | +13.3% | -72.0% | -63.9% |
| 1Y | -59.8% | +14.8% | -74.6% | -64.6% |
| All | -59.8% | +14.6% | -74.4% | -64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling