+104.0%
ISD vs SPY
+589.4%
-485.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.4% | +2.6% | -4.0% | -2.6% |
| 30D | +0.5% | -2.0% | +2.5% | +1.4% |
| 3M | -6.3% | -2.8% | -3.5% | -5.1% |
| 6M | -8.6% | +2.1% | -10.8% | -9.7% |
| YTD | -14.7% | +11.5% | -26.2% | -19.0% |
| 1Y | -13.0% | +13.5% | -26.4% | -18.1% |
| 3Y | +31.6% | +77.7% | -46.1% | -0.2% |
| 5Y | +12.3% | +72.6% | -60.3% | -14.6% |
| 10Y | +85.9% | +308.2% | -222.2% | -0.2% |
| All | +104.0% | +589.4% | -485.4% | -1.0% |
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