+84.4%
DSMC vs SPY
+114.2%
-29.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.1% |
| 7D | -0.1% | +0.5% | -0.6% | -0.6% |
| 30D | 0.0% | -0.9% | +1.0% | +0.9% |
| 3M | +9.7% | +3.9% | +5.8% | +5.5% |
| 6M | +17.0% | +14.5% | +2.5% | +2.0% |
| YTD | +24.0% | +12.9% | +11.1% | +9.7% |
| 1Y | +21.3% | +19.4% | +2.0% | +1.4% |
| 3Y | +47.9% | +78.5% | -30.6% | -18.9% |
| All | +84.4% | +114.2% | -29.9% | -17.5% |
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