-96.3%
SDA vs SPY
+93.4%
-189.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.5% |
| 7D | +81.7% | -0.6% | +82.3% | +83.1% |
| 30D | -19.7% | -3.7% | -16.0% | -18.5% |
| 3M | -54.1% | -2.7% | -51.4% | -53.5% |
| 6M | -65.4% | +2.2% | -67.6% | -65.2% |
| YTD | -81.8% | +10.8% | -92.7% | -82.0% |
| 1Y | -80.9% | +11.2% | -92.1% | -81.1% |
| 3Y | -93.9% | +76.5% | -170.4% | -93.9% |
| 5Y | -96.3% | +72.9% | -169.2% | -96.3% |
| All | -96.3% | +93.4% | -189.7% | -96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling