-99.5%
DRIP vs SPY
+307.0%
-406.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -2.5% |
| 7D | -11.7% | +2.6% | -14.3% | -5.7% |
| 30D | +11.8% | -2.0% | +13.8% | +5.4% |
| 3M | -10.1% | -2.8% | -7.3% | -17.6% |
| 6M | -25.0% | +2.1% | -27.2% | -23.8% |
| YTD | -61.2% | +11.5% | -72.7% | -52.2% |
| 1Y | -58.4% | +13.5% | -71.9% | -46.2% |
| 3Y | -66.4% | +77.7% | -144.1% | +82.4% |
| 5Y | -91.6% | +72.6% | -164.2% | -50.3% |
| All | -99.5% | +307.0% | -406.6% | +53.3% |
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