-99.8%
DSS vs SPY
+318.9%
-418.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.5% |
| 7D | -8.7% | -2.0% | -6.7% | -8.5% |
| 30D | +51.3% | -1.7% | +52.9% | +51.6% |
| 3M | +15.5% | +4.7% | +10.8% | +15.1% |
| 6M | -18.5% | +12.5% | -31.0% | -19.4% |
| YTD | -16.4% | +11.7% | -28.1% | -17.2% |
| 1Y | -37.4% | +17.5% | -54.9% | -38.3% |
| 3Y | -81.6% | +76.6% | -158.2% | -82.7% |
| 5Y | -96.9% | +82.0% | -178.9% | -97.2% |
| All | -99.8% | +318.9% | -418.7% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling