-14.2%
DSM vs SPY
+72.2%
-86.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +8.7% | -3.7% | +12.4% | +9.6% |
| 3M | -3.4% | -2.7% | -0.6% | -2.8% |
| 6M | -6.4% | +2.2% | -8.6% | -6.9% |
| YTD | -4.9% | +10.8% | -15.7% | -7.2% |
| 1Y | -1.3% | +11.2% | -12.5% | -3.8% |
| 3Y | +24.3% | +76.5% | -52.2% | +8.3% |
| 5Y | -14.2% | +72.9% | -87.1% | -26.0% |
| All | -14.2% | +72.2% | -86.4% | -26.0% |
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