+64.4%
DSEP vs SPY
+152.0%
-87.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.6% | +3.3% | -1.7% | +0.3% |
| 30D | -1.3% | -2.7% | +1.4% | -0.2% |
| 3M | +0.8% | -1.7% | +2.6% | +1.5% |
| 6M | +4.2% | +3.1% | +1.1% | +2.8% |
| YTD | +8.6% | +11.9% | -3.3% | +3.5% |
| 1Y | +9.4% | +12.0% | -2.6% | +4.2% |
| 3Y | +40.6% | +78.2% | -37.6% | +10.4% |
| 5Y | +48.1% | +73.2% | -25.2% | +15.7% |
| All | +64.4% | +152.0% | -87.6% | +12.9% |
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