+104.7%
SD vs SPY
+82.0%
+22.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +2.7% | +0.1% | +2.5% | +2.5% |
| 30D | +9.6% | +0.1% | +9.5% | +9.4% |
| 3M | -7.6% | +2.0% | -9.6% | -9.6% |
| 6M | -17.7% | +13.0% | -30.7% | -27.1% |
| YTD | +3.1% | +13.5% | -10.5% | -9.3% |
| 1Y | +28.4% | +20.0% | +8.4% | +6.9% |
| 3Y | +9.5% | +77.2% | -67.7% | -39.9% |
| All | +104.7% | +82.0% | +22.7% | +18.3% |
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