+2,956.9%
SPY vs D
+1,508.8%
+1,448.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | -2.7% | +3.0% | -5.7% | -3.8% |
| 30D | -5.4% | +11.5% | -16.9% | -9.5% |
| 3M | -4.1% | +3.7% | -7.8% | -5.7% |
| 6M | +0.7% | +13.5% | -12.8% | -4.9% |
| YTD | +8.7% | +20.7% | -12.1% | -0.2% |
| 1Y | +10.9% | +18.2% | -7.4% | +2.5% |
| 3Y | +75.0% | +73.3% | +1.7% | +35.0% |
| 5Y | +67.8% | +12.3% | +55.5% | +52.9% |
| 10Y | +312.9% | +43.4% | +269.5% | +224.7% |
| All | +2,956.9% | +1,508.8% | +1,448.1% | +861.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling