+32.7%
ISD vs SPY
+78.7%
-46.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.2% | +0.5% | -0.4% | -0.1% |
| 30D | -1.7% | -0.9% | -0.8% | -1.3% |
| 3M | -2.0% | +3.9% | -5.9% | -3.7% |
| 6M | -8.5% | +14.5% | -23.0% | -14.0% |
| YTD | -10.4% | +12.9% | -23.4% | -15.4% |
| 1Y | -8.0% | +19.4% | -27.4% | -15.1% |
| 3Y | +32.7% | +78.5% | -45.8% | -0.3% |
| All | +32.7% | +78.7% | -46.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling