-63.3%
DRIP vs SPY
+78.4%
-141.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.9% |
| 7D | +17.7% | -0.6% | +18.3% | +16.8% |
| 30D | +16.1% | -3.7% | +19.7% | +10.5% |
| 3M | -3.7% | -2.7% | -1.0% | -7.5% |
| 6M | -20.0% | +2.2% | -22.2% | -18.4% |
| YTD | -56.9% | +10.8% | -67.7% | -51.2% |
| 1Y | -54.2% | +11.2% | -65.4% | -47.8% |
| 3Y | -63.3% | +76.5% | -139.7% | +23.1% |
| All | -63.3% | +78.4% | -141.6% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling