-99.6%
DRIP vs SPY
+312.9%
-412.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +1.4% |
| 7D | +35.0% | -2.7% | +37.7% | +25.6% |
| 30D | +13.9% | -5.4% | +19.3% | -2.1% |
| 3M | -12.2% | -4.1% | -8.1% | -22.3% |
| 6M | -14.1% | +0.7% | -14.8% | -15.8% |
| YTD | -56.0% | +8.7% | -64.7% | -49.3% |
| 1Y | -56.5% | +10.9% | -67.4% | -46.9% |
| 3Y | -59.1% | +75.0% | -134.1% | +115.0% |
| 5Y | -90.2% | +67.8% | -158.0% | -45.9% |
| All | -99.6% | +312.9% | -412.4% | +93.3% |
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