+39.9%
SD vs SPY
+72.2%
-32.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.1% |
| 7D | -6.0% | -0.6% | -5.4% | -5.9% |
| 30D | -9.1% | -3.7% | -5.4% | -6.7% |
| 3M | -11.7% | -2.7% | -8.9% | -10.2% |
| 6M | -10.1% | +2.2% | -12.3% | -12.7% |
| YTD | -9.5% | +10.8% | -20.3% | -18.9% |
| 1Y | +2.6% | +11.2% | -8.6% | -8.4% |
| 3Y | +9.6% | +76.5% | -66.9% | -39.2% |
| 5Y | +39.9% | +72.9% | -33.1% | -15.4% |
| All | +39.9% | +72.2% | -32.3% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling