+87.4%
DSMC vs SPY
+115.4%
-28.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +2.5% | +0.1% | +2.4% | +2.4% |
| 3M | +10.9% | +2.0% | +8.9% | +8.6% |
| 6M | +16.5% | +13.0% | +3.5% | +2.9% |
| YTD | +26.0% | +13.5% | +12.5% | +10.9% |
| 1Y | +23.4% | +20.0% | +3.5% | +2.6% |
| 3Y | +45.4% | +77.2% | -31.8% | -19.6% |
| All | +87.4% | +115.4% | -28.1% | -16.6% |
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