-90.9%
DRIP vs SPY
+72.2%
-163.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -2.1% |
| 7D | +17.7% | -0.6% | +18.3% | +16.5% |
| 30D | +16.1% | -3.7% | +19.7% | +8.9% |
| 3M | -3.7% | -2.7% | -1.0% | -8.6% |
| 6M | -20.0% | +2.2% | -22.2% | -18.4% |
| YTD | -56.9% | +10.8% | -67.7% | -50.4% |
| 1Y | -54.2% | +11.2% | -65.4% | -46.8% |
| 3Y | -63.3% | +76.5% | -139.7% | +23.0% |
| 5Y | -90.9% | +72.9% | -163.9% | -65.2% |
| All | -90.9% | +72.2% | -163.1% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling