+307.8%
SPY vs D
+48.0%
+259.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | -1.4% | +4.0% | +3.0% |
| 30D | -2.0% | +7.7% | -9.7% | -4.3% |
| 3M | -2.8% | -0.3% | -2.5% | -2.9% |
| 6M | +2.1% | +10.1% | -7.9% | -1.3% |
| YTD | +11.5% | +19.1% | -7.6% | +4.7% |
| 1Y | +13.5% | +15.9% | -2.4% | +7.4% |
| 3Y | +77.7% | +75.0% | +2.7% | +42.8% |
| 5Y | +72.6% | +13.4% | +59.2% | +62.1% |
| All | +307.8% | +48.0% | +259.8% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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