+139.9%
ISMD vs SPY
+271.8%
-131.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -2.2% | -2.0% | -0.2% | -0.1% |
| 30D | -4.9% | -1.7% | -3.2% | -3.2% |
| 3M | +1.2% | +4.7% | -3.5% | -3.6% |
| 6M | +19.7% | +12.5% | +7.2% | +5.8% |
| YTD | +24.5% | +11.7% | +12.8% | +10.9% |
| 1Y | +25.2% | +17.5% | +7.7% | +5.8% |
| 3Y | +58.0% | +76.6% | -18.6% | -13.2% |
| 5Y | +55.9% | +82.0% | -26.1% | -17.4% |
| All | +139.9% | +271.8% | -131.9% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling