-25.7%
SD vs SPY
+311.8%
-337.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +1.8% |
| 7D | +2.9% | -0.9% | +3.8% | +3.6% |
| 30D | -7.3% | -2.4% | -4.9% | -5.3% |
| 3M | -8.5% | -1.2% | -7.3% | -8.0% |
| 6M | -11.6% | +3.3% | -14.9% | -16.0% |
| YTD | -6.6% | +12.3% | -18.9% | -20.3% |
| 1Y | +2.5% | +12.4% | -10.0% | -12.9% |
| 3Y | +13.2% | +78.8% | -65.6% | -46.0% |
| 5Y | +28.0% | +75.2% | -47.2% | -37.3% |
| 10Y | -25.7% | +311.1% | -336.8% | -81.8% |
| All | -25.7% | +311.8% | -337.4% | -81.8% |
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