+43.5%
SDIV vs SPY
+77.0%
-33.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | -7.4% | -3.7% | -3.7% | -5.4% |
| 3M | -8.6% | -2.7% | -5.9% | -7.2% |
| 6M | -11.7% | +2.2% | -13.9% | -13.1% |
| YTD | -1.3% | +10.8% | -12.2% | -7.7% |
| 1Y | 0.0% | +11.2% | -11.3% | -6.8% |
| All | +43.5% | +77.0% | -33.6% | -13.5% |
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 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