+4.7%
SD vs SPY
+316.7%
-312.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 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% | -10.3% |
| 6M | -17.7% | +13.0% | -30.7% | -29.7% |
| YTD | +3.1% | +13.5% | -10.5% | -12.6% |
| 1Y | +28.4% | +20.0% | +8.4% | +1.8% |
| 3Y | +9.5% | +77.2% | -67.7% | -47.1% |
| 5Y | +102.9% | +81.9% | +21.0% | -4.5% |
| All | +4.7% | +316.7% | -312.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling