-95.4%
DRIP vs SPY
+82.0%
-177.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.1% |
| 30D | -25.7% | +0.1% | -25.7% | -25.8% |
| 3M | -23.4% | +2.0% | -25.4% | -21.8% |
| 6M | -36.6% | +13.0% | -49.6% | -24.4% |
| YTD | -62.0% | +13.5% | -75.5% | -54.2% |
| 1Y | -60.4% | +20.0% | -80.4% | -46.4% |
| 3Y | -60.9% | +77.2% | -138.1% | +32.9% |
| All | -95.4% | +82.0% | -177.5% | -80.3% |
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 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