-0.2%
DTEC vs SPY
+81.0%
-81.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -2.4% | -0.4% | -2.1% | -2.0% |
| 30D | -3.8% | -1.4% | -2.4% | -2.2% |
| 3M | +5.7% | +3.7% | +2.0% | +1.4% |
| 6M | +10.4% | +13.0% | -2.6% | -4.0% |
| YTD | +4.2% | +12.4% | -8.2% | -8.7% |
| 1Y | +0.1% | +18.5% | -18.5% | -17.5% |
| 3Y | +37.5% | +77.6% | -40.1% | -29.5% |
| 5Y | -0.2% | +81.7% | -81.9% | -49.4% |
| All | -0.2% | +81.0% | -81.2% | -49.4% |
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