-27.4%
SD vs SPY
+304.1%
-331.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | -6.0% | -0.6% | -5.4% | -5.8% |
| 30D | -9.1% | -3.7% | -5.4% | -5.9% |
| 3M | -11.7% | -2.7% | -8.9% | -9.7% |
| 6M | -10.1% | +2.2% | -12.3% | -13.6% |
| YTD | -9.5% | +10.8% | -20.3% | -21.8% |
| 1Y | +2.6% | +11.2% | -8.6% | -11.8% |
| 3Y | +9.6% | +76.5% | -66.9% | -47.0% |
| 5Y | +39.9% | +72.9% | -33.1% | -30.5% |
| 10Y | -27.4% | +304.8% | -332.2% | -82.0% |
| All | -27.4% | +304.1% | -331.5% | -82.0% |
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