+54.1%
SDIV vs SPY
+78.7%
-24.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.2% |
| 7D | +1.6% | +0.5% | +1.0% | +1.2% |
| 30D | +1.8% | -0.9% | +2.7% | +2.4% |
| 3M | +5.0% | +3.9% | +1.1% | +2.4% |
| 6M | +2.8% | +14.5% | -11.7% | -5.8% |
| YTD | +10.6% | +12.9% | -2.3% | +2.2% |
| 1Y | +15.4% | +19.4% | -3.9% | +2.8% |
| 3Y | +54.1% | +78.5% | -24.4% | -3.1% |
| All | +54.1% | +78.7% | -24.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling