+55.4%
ISMD vs SPY
+81.0%
-25.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -3.8% | -1.4% | -2.5% | -2.5% |
| 3M | +2.8% | +3.7% | -0.9% | -0.9% |
| 6M | +19.6% | +13.0% | +6.6% | +6.3% |
| YTD | +25.4% | +12.4% | +13.0% | +12.0% |
| 1Y | +25.7% | +18.5% | +7.2% | +6.8% |
| 3Y | +59.0% | +77.6% | -18.6% | -8.3% |
| 5Y | +55.4% | +81.7% | -26.3% | -12.5% |
| All | +55.4% | +81.0% | -25.6% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling