+123.6%
SPDV vs SPY
+231.9%
-108.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.3% |
| 30D | +0.1% | -1.4% | +1.5% | +1.3% |
| 3M | +5.9% | +3.7% | +2.2% | +2.4% |
| 6M | +11.2% | +13.0% | -1.8% | -0.4% |
| YTD | +20.5% | +12.4% | +8.1% | +8.3% |
| 1Y | +22.6% | +18.5% | +4.1% | +5.1% |
| 3Y | +62.7% | +77.6% | -15.0% | -3.9% |
| 5Y | +64.6% | +81.7% | -17.1% | -5.9% |
| All | +123.6% | +231.9% | -108.3% | -27.7% |
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