-99.8%
DRIP vs SPY
+317.0%
-416.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.4% | +10.3% | -6.4% |
| 7D | +28.5% | -4.7% | +33.2% | +11.6% |
| 30D | +14.0% | -5.9% | +19.9% | -4.9% |
| 3M | -14.6% | -4.5% | -10.0% | -26.3% |
| 6M | -3.7% | +1.8% | -5.5% | -3.6% |
| YTD | -56.3% | +8.3% | -64.6% | -49.6% |
| 1Y | -58.2% | +9.3% | -67.5% | -50.6% |
| 3Y | -57.0% | +74.9% | -131.9% | +150.0% |
| 5Y | -90.2% | +67.3% | -157.5% | -42.4% |
| 10Y | -99.6% | +311.6% | -411.2% | +144.2% |
| All | -99.8% | +317.0% | -416.8% | +134.4% |
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