-99.8%
DRIP vs SPY
+337.1%
-436.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +0.5% |
| 7D | -5.2% | +0.1% | -5.3% | -5.1% |
| 30D | -25.7% | +0.1% | -25.7% | -25.9% |
| 3M | -23.4% | +2.0% | -25.4% | -21.1% |
| 6M | -36.6% | +13.0% | -49.6% | -16.7% |
| YTD | -62.0% | +13.5% | -75.5% | -49.3% |
| 1Y | -60.4% | +20.0% | -80.4% | -37.6% |
| 3Y | -60.9% | +77.2% | -138.1% | +135.7% |
| 5Y | -95.4% | +81.9% | -177.3% | -63.6% |
| 10Y | -99.6% | +314.1% | -413.7% | +129.3% |
| All | -99.8% | +337.1% | -436.9% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling