-7.8%
SD vs SPY
+297.5%
-305.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +4.7% |
| 7D | -13.1% | -4.7% | -8.4% | -8.8% |
| 30D | -8.3% | -5.9% | -2.4% | -2.5% |
| 3M | -3.5% | -4.5% | +1.0% | +0.8% |
| 6M | -15.9% | +1.8% | -17.7% | -19.0% |
| YTD | -9.2% | +8.3% | -17.6% | -19.5% |
| 1Y | +8.1% | +9.3% | -1.2% | -5.4% |
| 3Y | -1.8% | +74.9% | -76.7% | -52.2% |
| 5Y | +37.2% | +67.3% | -30.1% | -29.2% |
| 10Y | -22.2% | +311.6% | -333.7% | -85.0% |
| All | -7.8% | +297.5% | -305.4% | -79.5% |
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