+107.2%
ISD vs SPY
+585.3%
-478.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +0.5% | -3.7% | +4.2% | +2.2% |
| 3M | -4.9% | -2.7% | -2.2% | -3.8% |
| 6M | -9.1% | +2.2% | -11.3% | -10.1% |
| YTD | -13.4% | +10.8% | -24.2% | -17.6% |
| 1Y | -11.6% | +11.2% | -22.8% | -16.0% |
| 3Y | +33.6% | +76.5% | -42.9% | +1.6% |
| 5Y | +13.9% | +72.9% | -59.0% | -13.4% |
| 10Y | +88.5% | +304.8% | -216.3% | +1.5% |
| All | +107.2% | +585.3% | -478.2% | +0.8% |
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