+87.8%
ISD vs SPY
+311.8%
-223.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | +0.4% | -2.4% | +2.8% | +1.6% |
| 3M | -5.1% | -1.2% | -4.0% | -4.7% |
| 6M | -9.3% | +3.3% | -12.6% | -10.9% |
| YTD | -13.8% | +12.3% | -26.1% | -19.0% |
| 1Y | -12.5% | +12.4% | -25.0% | -17.9% |
| 3Y | +32.9% | +78.8% | -45.9% | -2.9% |
| 5Y | +13.1% | +75.2% | -62.1% | -17.4% |
| 10Y | +87.8% | +311.1% | -223.3% | -10.5% |
| All | +87.8% | +311.8% | -223.9% | -10.5% |
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 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