+22.9%
SDIV vs SPY
+682.6%
-659.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +2.4% | +0.1% | +2.4% | +2.4% |
| 3M | +3.5% | +2.0% | +1.5% | +1.6% |
| 6M | +1.7% | +13.0% | -11.3% | -8.3% |
| YTD | +10.8% | +13.5% | -2.8% | -0.6% |
| 1Y | +16.3% | +20.0% | -3.6% | -0.4% |
| 3Y | +51.7% | +77.2% | -25.5% | -7.9% |
| 5Y | +4.7% | +81.9% | -77.2% | -38.8% |
| 10Y | -1.6% | +314.1% | -315.6% | -73.3% |
| All | +22.9% | +682.6% | -659.7% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling