+113.8%
ISD vs SPY
+602.1%
-488.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | -2.7% | +2.0% | -4.7% | -3.6% |
| 6M | -10.4% | +13.0% | -23.4% | -15.4% |
| YTD | -10.6% | +13.5% | -24.1% | -15.8% |
| 1Y | -7.7% | +20.0% | -27.7% | -15.3% |
| 3Y | +31.4% | +77.2% | -45.8% | -0.2% |
| 5Y | +19.6% | +81.9% | -62.2% | -11.1% |
| 10Y | +81.3% | +314.1% | -232.7% | -3.4% |
| All | +113.8% | +602.1% | -488.3% | +3.0% |
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