-93.9%
SDA vs SPY
+96.1%
-190.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.7% | -0.5% | +22.2% | +21.8% |
| 7D | -9.2% | -0.4% | -8.9% | -9.2% |
| 30D | -25.0% | -1.4% | -23.6% | -24.8% |
| 3M | -45.5% | +3.7% | -49.2% | -45.9% |
| 6M | -70.1% | +13.0% | -83.2% | -70.8% |
| YTD | -70.3% | +12.4% | -82.7% | -70.9% |
| 1Y | -77.6% | +18.5% | -96.1% | -78.2% |
| 3Y | -95.0% | +77.6% | -172.7% | -95.2% |
| 5Y | -93.9% | +81.7% | -175.6% | -93.9% |
| All | -93.9% | +96.1% | -190.0% | -93.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling