+27.3%
ISMD vs SPY
+20.8%
+6.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +3.5% | +2.0% | +1.5% | +1.6% |
| 6M | +17.9% | +13.0% | +4.9% | +4.2% |
| YTD | +28.1% | +13.5% | +14.6% | +12.5% |
| 1Y | +27.3% | +20.0% | +7.4% | +5.7% |
| All | +27.3% | +20.8% | +6.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling